+9.5%
DLR vs ALHC
-55.2%
+64.6%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.0% | +4.3% | +3.4% |
| 7D | +2.4% | +3.9% | -1.5% | +2.4% |
| 30D | +0.7% | -3.6% | +4.4% | +0.9% |
| 3M | -6.4% | -49.4% | +43.0% | -4.8% |
| 6M | -6.5% | -59.5% | +52.9% | -5.5% |
| YTD | +18.8% | -63.2% | +82.0% | +19.1% |
| All | +9.5% | -55.2% | +64.6% | +9.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling