-21.4%
DOC vs ALHC
-59.4%
+38.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +10.1% | -7.0% | +2.5% |
| 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% | -2.6% |
| 6M | +27.6% | -57.7% | +85.3% | +33.2% |
| YTD | +32.4% | -58.8% | +91.2% | +37.9% |
| 1Y | +22.9% | -52.4% | +75.2% | +26.6% |
| 3Y | +43.1% | +35.2% | +7.9% | +32.6% |
| 5Y | -21.4% | -61.1% | +39.7% | -23.4% |
| All | -21.4% | -59.4% | +38.0% | -23.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling