-34.0%
DIS vs ALHC
-61.4%
+27.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.9% | +2.5% | +0.8% |
| 7D | +1.9% | +0.3% | +1.6% | +1.9% |
| 30D | +9.2% | -10.6% | +19.7% | +9.9% |
| 3M | +13.5% | -45.3% | +58.8% | +17.7% |
| 6M | +14.3% | -59.7% | +74.0% | +20.0% |
| YTD | +5.4% | -62.7% | +68.1% | +10.8% |
| 1Y | +12.2% | -56.1% | +68.3% | +16.3% |
| 3Y | +37.2% | +21.3% | +15.9% | +24.4% |
| 5Y | -23.1% | -66.0% | +42.8% | -27.0% |
| All | -34.0% | -61.4% | +27.4% | -39.8% |
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 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