+6.2%
DHR vs ALHC
-28.9%
+35.1%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | -3.9% | -0.6% | -3.3% | -3.9% |
| 30D | +4.0% | -1.0% | +5.0% | +4.0% |
| 3M | +11.5% | -10.2% | +21.6% | +11.3% |
| 6M | +1.9% | -28.3% | +30.1% | +3.1% |
| YTD | -8.9% | -31.4% | +22.5% | -7.7% |
| 1Y | +5.1% | -16.9% | +22.0% | +4.9% |
| 3Y | -10.3% | +135.5% | -145.8% | -21.2% |
| 5Y | -27.8% | -33.6% | +5.8% | -34.5% |
| All | +6.2% | -28.9% | +35.1% | -3.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling