-28.2%
DHR vs ALC
-15.6%
-12.6%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.8% | -0.2% |
| 7D | -0.8% | -3.7% | +2.8% | +1.1% |
| 30D | +0.2% | -3.7% | +4.0% | +2.1% |
| 3M | +12.1% | +4.6% | +7.5% | +9.5% |
| 6M | +5.4% | -14.6% | +20.0% | +13.6% |
| YTD | -10.0% | -11.9% | +1.9% | -4.7% |
| 1Y | +4.1% | -13.1% | +17.2% | +10.8% |
| 3Y | -5.2% | -15.0% | +9.8% | +0.2% |
| 5Y | -28.2% | -16.2% | -12.0% | -27.3% |
| All | -28.2% | -15.6% | -12.6% | -27.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling