+22.3%
DOC vs ALHC
+136.3%
-114.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | -1.5% | -0.6% | -0.9% | -1.4% |
| 30D | -4.8% | -1.0% | -3.7% | -4.7% |
| 3M | +6.9% | -10.2% | +17.0% | +6.8% |
| 6M | +20.7% | -28.3% | +49.0% | +21.7% |
| YTD | +34.1% | -31.4% | +65.6% | +35.2% |
| 1Y | +22.6% | -16.9% | +39.6% | +22.2% |
| All | +22.3% | +136.3% | -114.0% | +10.4% |
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 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