+92.2%
DGX vs ALHC
-65.3%
+157.5%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | +0.1% |
| 7D | +1.2% | -5.5% | +6.7% | +1.4% |
| 30D | +11.2% | -4.9% | +16.1% | +11.4% |
| 3M | +9.3% | -41.7% | +51.1% | +11.5% |
| 6M | +37.4% | -55.2% | +92.5% | +41.1% |
| YTD | +51.6% | -61.1% | +112.6% | +56.3% |
| 1Y | +39.3% | -53.3% | +92.6% | +42.2% |
| 3Y | +106.1% | +28.2% | +78.0% | +94.4% |
| 5Y | +92.2% | -65.8% | +158.0% | +73.0% |
| All | +92.2% | -65.3% | +157.5% | +73.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ALHC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling