+104.1%
DGX vs ALHC
-28.9%
+133.1%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -2.3% | -0.6% | -1.7% | -2.3% |
| 30D | +0.6% | -1.0% | +1.6% | +0.6% |
| 3M | +21.4% | -10.2% | +31.6% | +21.4% |
| 6M | +14.7% | -28.3% | +43.0% | +15.5% |
| YTD | +38.4% | -31.4% | +69.9% | +39.5% |
| 1Y | +34.0% | -16.9% | +50.9% | +33.8% |
| 3Y | +92.7% | +135.5% | -42.8% | +80.9% |
| 5Y | +67.7% | -33.6% | +101.3% | +55.1% |
| All | +104.1% | -28.9% | +133.1% | +89.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling