-31.2%
DIS vs ALHC
-62.4%
+31.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -7.1% | +5.7% | -0.9% |
| 7D | +5.7% | -6.2% | +11.9% | +6.1% |
| 30D | +12.7% | -9.7% | +22.4% | +13.3% |
| 3M | +15.2% | -44.7% | +59.9% | +19.5% |
| 6M | +17.6% | -58.7% | +76.2% | +23.4% |
| YTD | +3.8% | -61.7% | +65.5% | +9.2% |
| 1Y | +6.8% | -55.7% | +62.5% | +10.8% |
| 3Y | +42.1% | +25.6% | +16.5% | +26.9% |
| 5Y | -31.2% | -65.8% | +34.6% | -36.1% |
| All | -31.2% | -62.4% | +31.3% | -36.1% |
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