+44.0%
DLTR vs ALHC
-51.4%
+95.5%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +10.1% | -0.5% | +8.8% |
| 7D | +15.6% | -0.5% | +16.1% | +15.5% |
| 30D | +29.9% | -4.2% | +34.1% | +30.0% |
| 3M | +12.5% | -39.8% | +52.3% | +16.7% |
| 6M | +56.3% | -57.7% | +114.0% | +62.7% |
| YTD | +19.5% | -58.8% | +78.3% | +22.5% |
| 1Y | +44.0% | -52.4% | +96.4% | +40.6% |
| All | +44.0% | -51.4% | +95.5% | +40.6% |
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