-13.3%
DOC vs ALHC
-28.9%
+15.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +6.9% |
| 6M | +20.7% | -28.3% | +49.0% | +22.0% |
| YTD | +34.1% | -31.4% | +65.6% | +35.7% |
| 1Y | +22.6% | -16.9% | +39.6% | +22.4% |
| 3Y | +20.8% | +135.5% | -114.7% | +9.7% |
| 5Y | -24.9% | -33.6% | +8.8% | -30.1% |
| All | -13.3% | -28.9% | +15.6% | -18.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling