+74.1%
DIA vs ALHC
-61.8%
+135.9%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.0% | +3.1% | +2.2% |
| 7D | +0.8% | +3.9% | -3.1% | +0.6% |
| 30D | +1.4% | -3.6% | +5.1% | +1.6% |
| 3M | -2.7% | -49.4% | +46.7% | +0.3% |
| 6M | +6.2% | -59.5% | +65.7% | +10.1% |
| YTD | +10.1% | -63.2% | +73.3% | +14.4% |
| 1Y | +13.0% | -55.5% | +68.5% | +16.2% |
| 3Y | +61.9% | +23.0% | +38.9% | +53.2% |
| 5Y | +57.1% | -65.7% | +122.8% | +52.3% |
| All | +74.1% | -61.8% | +135.9% | +65.5% |
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 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