+108.6%
DHR vs ALC
+27.5%
+81.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.8% | +0.7% |
| 7D | +0.2% | -6.3% | +6.4% | +3.1% |
| 30D | +6.4% | +12.6% | -6.2% | +0.3% |
| 3M | +13.6% | -3.8% | +17.5% | +15.2% |
| 6M | +41.9% | +16.8% | +25.0% | +31.5% |
| YTD | +3.4% | -7.6% | +11.0% | +6.1% |
| 1Y | +9.9% | -5.9% | +15.7% | +11.6% |
| 3Y | +21.6% | +0.6% | +21.0% | +18.4% |
| 5Y | -10.6% | -9.5% | -1.1% | -10.7% |
| All | +108.6% | +27.5% | +81.2% | +77.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 10y: compounded portfolio wealth divided by compounded ALC 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…
10y analysis · Full analysis span regression · 6 months rolling