-61.1%
DKNG vs ALHC
-33.8%
-27.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.2% | +5.5% | +4.6% |
| 7D | +3.0% | -6.9% | +9.9% | +4.5% |
| 30D | -3.0% | -6.7% | +3.7% | -1.7% |
| 3M | -17.6% | -37.7% | +20.1% | -10.9% |
| 6M | -3.2% | -30.0% | +26.7% | +0.3% |
| YTD | -28.2% | -36.2% | +7.9% | -24.5% |
| 1Y | -46.1% | -22.9% | -23.2% | -45.8% |
| 3Y | -22.2% | +138.4% | -160.6% | -49.7% |
| 5Y | -60.4% | -32.8% | -27.6% | -66.9% |
| All | -61.1% | -33.8% | -27.3% | -67.7% |
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 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