+23.0%
DKS vs ALHC
-62.5%
+85.6%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.0% | +5.8% | +5.0% |
| 7D | +3.8% | +3.9% | 0.0% | +3.5% |
| 30D | +8.1% | -3.6% | +11.7% | +8.3% |
| 3M | -28.6% | -49.4% | +20.8% | -24.9% |
| 6M | -33.6% | -59.5% | +25.8% | -29.5% |
| YTD | -23.8% | -63.2% | +39.4% | -18.7% |
| 1Y | -30.7% | -55.5% | +24.7% | -27.4% |
| 3Y | +41.5% | +23.0% | +18.5% | +26.3% |
| 5Y | +23.0% | -65.7% | +88.8% | +26.1% |
| All | +23.0% | -62.5% | +85.6% | +26.1% |
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