+22.4%
DHR vs ALHC
+16.3%
+6.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.0% | +3.1% | +2.1% |
| 7D | +3.1% | +3.9% | -0.7% | +3.0% |
| 30D | +7.0% | -3.6% | +10.6% | +7.0% |
| 3M | +15.0% | -49.4% | +64.4% | +16.8% |
| 6M | +37.9% | -59.5% | +97.4% | +40.1% |
| YTD | +3.3% | -63.2% | +66.5% | +5.1% |
| 1Y | +12.8% | -55.5% | +68.3% | +14.3% |
| 3Y | +22.4% | +23.0% | -0.6% | +13.5% |
| All | +22.4% | +16.3% | +6.1% | +13.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling