+77.2%
DIA vs ALHC
-28.9%
+106.1%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -0.2% | -0.6% | +0.4% | -0.2% |
| 30D | -1.5% | -1.0% | -0.5% | -1.5% |
| 3M | +3.8% | -10.2% | +13.9% | +3.7% |
| 6M | +10.3% | -28.3% | +38.6% | +11.3% |
| YTD | +12.1% | -31.4% | +43.5% | +13.3% |
| 1Y | +18.6% | -16.9% | +35.6% | +18.5% |
| 3Y | +60.6% | +135.5% | -74.8% | +47.0% |
| 5Y | +64.4% | -33.6% | +98.1% | +54.7% |
| All | +77.2% | -28.9% | +106.1% | +63.8% |
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