+43.9%
DIS vs ALHC
+25.6%
+18.3%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -7.1% | +5.7% | -1.3% |
| 7D | +5.7% | -6.2% | +11.9% | +5.8% |
| 30D | +12.7% | -9.7% | +22.4% | +12.9% |
| 3M | +15.2% | -44.7% | +59.9% | +16.4% |
| 6M | +17.6% | -58.7% | +76.2% | +19.1% |
| YTD | +3.8% | -61.7% | +65.5% | +5.2% |
| 1Y | +6.8% | -55.7% | +62.5% | +7.9% |
| All | +43.9% | +25.6% | +18.3% | +47.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling