-31.1%
DOCN vs ALHC
-62.4%
+31.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -7.1% | -8.7% | -14.7% |
| 7D | -29.3% | -6.2% | -23.1% | -28.5% |
| 30D | -46.0% | -9.7% | -36.4% | -45.4% |
| 3M | -43.2% | -44.7% | +1.5% | -38.3% |
| 6M | -53.7% | -58.7% | +5.0% | -48.3% |
| YTD | +46.9% | -61.7% | +108.6% | +63.9% |
| 1Y | +54.3% | -55.7% | +110.0% | +66.1% |
| 3Y | +185.5% | +25.6% | +160.0% | +104.3% |
| 5Y | -31.1% | -65.8% | +34.7% | -35.1% |
| All | -31.1% | -62.4% | +31.3% | -35.1% |
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