+74.1%
DOCN vs ALHC
-61.5%
+135.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.9% | +5.4% | +3.0% |
| 7D | -19.2% | +1.0% | -20.1% | -19.3% |
| 30D | -43.1% | -14.2% | -28.9% | -41.9% |
| 3M | -40.7% | -45.1% | +4.4% | -35.4% |
| 6M | -55.0% | -59.5% | +4.6% | -49.3% |
| YTD | +50.6% | -62.8% | +113.5% | +69.5% |
| 1Y | +54.0% | -55.5% | +109.4% | +65.8% |
| 3Y | +203.9% | +25.7% | +178.2% | +118.9% |
| 5Y | -29.4% | -66.8% | +37.4% | -32.6% |
| All | +74.1% | -61.5% | +135.6% | +57.5% |
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