+126.8%
DKS vs ALHC
-59.7%
+186.6%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.5% | -3.9% | +1.1% |
| 7D | +9.4% | +3.8% | +5.6% | +9.1% |
| 30D | +9.8% | +1.7% | +8.1% | +9.5% |
| 3M | -29.3% | -44.3% | +15.1% | -26.2% |
| 6M | -32.6% | -57.2% | +24.7% | -28.8% |
| YTD | -22.6% | -61.2% | +38.6% | -17.9% |
| 1Y | -29.8% | -53.2% | +23.4% | -26.8% |
| 3Y | +43.2% | +27.8% | +15.4% | +28.7% |
| 5Y | +29.8% | -65.4% | +95.2% | +28.6% |
| All | +126.8% | -59.7% | +186.6% | +121.1% |
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 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