+4.7%
DHR vs ALHC
-31.6%
+36.3%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.2% | +3.0% | 0.0% |
| 7D | -2.4% | -4.1% | +1.7% | -2.1% |
| 30D | -2.2% | -5.4% | +3.3% | -1.8% |
| 3M | +9.0% | -32.1% | +41.1% | +11.2% |
| 6M | +3.5% | -28.5% | +32.0% | +4.7% |
| YTD | -10.1% | -34.0% | +23.9% | -8.8% |
| 1Y | +6.2% | -20.9% | +27.1% | +6.3% |
| 3Y | -5.4% | +151.5% | -156.9% | -17.6% |
| 5Y | -27.9% | -28.8% | +0.9% | -34.6% |
| All | +4.7% | -31.6% | +36.3% | -4.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling