+53.3%
DIA vs ALHC
-64.2%
+117.5%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.5% | -0.2% |
| 7D | -0.9% | +1.0% | -1.9% | -1.0% |
| 30D | +0.3% | -14.2% | +14.4% | +1.0% |
| 3M | -4.5% | -45.1% | +40.6% | -1.8% |
| 6M | +3.4% | -59.5% | +62.9% | +7.4% |
| YTD | +7.8% | -62.8% | +70.6% | +12.3% |
| 1Y | +10.7% | -55.5% | +66.2% | +14.0% |
| 3Y | +57.5% | +25.7% | +31.8% | +47.5% |
| All | +53.3% | -64.2% | +117.5% | +49.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling