+44.3%
DOC vs ALHC
+35.2%
+9.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +10.1% | -7.0% | +2.6% |
| 7D | +8.7% | -0.5% | +9.2% | +8.7% |
| 30D | +7.6% | -4.2% | +11.9% | +7.7% |
| 3M | -5.3% | -39.8% | +34.5% | -3.0% |
| 6M | +27.6% | -57.7% | +85.3% | +32.1% |
| YTD | +32.4% | -58.8% | +91.2% | +36.7% |
| 1Y | +22.9% | -52.4% | +75.2% | +25.8% |
| All | +44.3% | +35.2% | +9.1% | +20.6% |
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 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