-35.2%
DIS vs ALHC
-61.5%
+26.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.5% | -0.2% |
| 7D | +5.2% | +1.0% | +4.3% | +5.1% |
| 30D | +11.5% | -14.2% | +25.6% | +12.4% |
| 3M | +11.5% | -45.1% | +56.7% | +15.6% |
| 6M | +8.9% | -59.5% | +68.4% | +14.3% |
| YTD | +3.4% | -62.8% | +66.2% | +8.8% |
| 1Y | +7.2% | -55.5% | +62.7% | +11.1% |
| 3Y | +43.3% | +25.7% | +17.6% | +29.3% |
| 5Y | -31.4% | -66.8% | +35.3% | -34.8% |
| All | -35.2% | -61.5% | +26.2% | -40.9% |
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 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