-51.1%
DOCS vs ALHC
-62.4%
+11.3%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -7.1% | +2.8% | -3.0% |
| 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% | +69.0% |
| 6M | +28.8% | -58.7% | +87.4% | +47.2% |
| YTD | -25.1% | -61.7% | +36.7% | -14.3% |
| 1Y | -48.1% | -55.7% | +7.5% | -42.4% |
| 3Y | +51.4% | +25.6% | +25.8% | +18.7% |
| 5Y | -51.1% | -65.8% | +14.7% | -57.4% |
| All | -51.1% | -62.4% | +11.3% | -57.4% |
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