-14.7%
DOC vs ALHC
-60.3%
+45.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -7.1% | +6.9% | +0.2% |
| 7D | +6.2% | -6.2% | +12.4% | +6.5% |
| 30D | +6.5% | -9.7% | +16.1% | +6.9% |
| 3M | -6.2% | -44.7% | +38.5% | -3.3% |
| 6M | +25.6% | -58.7% | +84.3% | +30.8% |
| YTD | +32.1% | -61.7% | +93.8% | +37.7% |
| 1Y | +20.3% | -55.7% | +76.0% | +24.2% |
| 3Y | +42.7% | +25.6% | +17.2% | +34.3% |
| 5Y | -22.2% | -65.8% | +43.6% | -25.2% |
| All | -14.7% | -60.3% | +45.6% | -17.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling