-41.6%
DIS vs ALHC
-28.9%
-12.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | -2.6% | -0.6% | -2.0% | -2.5% |
| 30D | +3.5% | -1.0% | +4.5% | +3.5% |
| 3M | +6.8% | -10.2% | +17.0% | +6.7% |
| 6M | +3.0% | -28.3% | +31.3% | +4.2% |
| YTD | -6.7% | -31.4% | +24.7% | -5.5% |
| 1Y | -10.1% | -16.9% | +6.9% | -10.4% |
| 3Y | +33.0% | +135.5% | -102.4% | +14.6% |
| 5Y | -40.0% | -33.6% | -6.4% | -45.4% |
| All | -41.6% | -28.9% | -12.7% | -48.7% |
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