+32.3%
DLR vs ALHC
-64.2%
+96.5%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.9% | +2.6% | -0.1% |
| 7D | -3.6% | +1.0% | -4.6% | -3.6% |
| 30D | -3.5% | -14.2% | +10.7% | -2.8% |
| 3M | -8.9% | -45.1% | +36.2% | -6.4% |
| 6M | -11.6% | -59.5% | +48.0% | -8.3% |
| YTD | +14.9% | -62.8% | +77.7% | +19.4% |
| 1Y | +6.4% | -55.5% | +61.9% | +9.3% |
| 3Y | +47.3% | +25.7% | +21.6% | +34.9% |
| All | +32.3% | -64.2% | +96.5% | +28.4% |
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