+81.3%
DHR vs ALC
+20.4%
+60.9%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | +0.3% |
| 7D | -2.4% | -5.3% | +2.9% | +0.1% |
| 30D | -2.2% | -7.1% | +4.9% | +1.1% |
| 3M | +9.0% | +0.8% | +8.2% | +8.5% |
| 6M | +3.5% | -16.0% | +19.5% | +11.5% |
| YTD | -10.1% | -12.7% | +2.6% | -5.0% |
| 1Y | +6.2% | -12.8% | +19.0% | +12.1% |
| 3Y | -5.4% | -15.8% | +10.5% | +0.3% |
| 5Y | -27.9% | -16.7% | -11.2% | -25.2% |
| All | +81.3% | +20.4% | +60.9% | +58.9% |
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