+25.8%
DLTR vs ALHC
+25.0%
+0.8%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.5% | +1.3% | -1.0% |
| 7D | +2.4% | -0.8% | +3.2% | +2.4% |
| 30D | +21.5% | -9.6% | +31.1% | +21.9% |
| 3M | +9.8% | -44.5% | +54.4% | +11.9% |
| 6M | +58.6% | -59.2% | +117.8% | +61.6% |
| YTD | +14.8% | -62.0% | +76.9% | +17.3% |
| 1Y | +33.0% | -54.8% | +87.9% | +35.6% |
| All | +25.8% | +25.0% | +0.8% | +19.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling