-37.4%
DOCS vs ALHC
-71.3%
+33.9%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -7.1% | +2.8% | -3.1% |
| 7D | -1.3% | -6.2% | +4.9% | -0.3% |
| 30D | +19.4% | -9.7% | +29.1% | +21.0% |
| 3M | +53.4% | -44.7% | +98.1% | +68.1% |
| 6M | +28.8% | -58.7% | +87.4% | +46.1% |
| YTD | -25.1% | -61.7% | +36.7% | -14.9% |
| 1Y | -48.1% | -55.7% | +7.5% | -42.7% |
| 3Y | +51.4% | +25.6% | +25.8% | +21.8% |
| 5Y | -51.1% | -65.8% | +14.7% | -58.8% |
| All | -37.4% | -71.3% | +33.9% | -43.4% |
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 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