-52.3%
DOCS vs ALHC
-59.4%
+7.1%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +10.1% | -3.8% | +4.5% |
| 7D | +1.2% | -0.5% | +1.7% | +1.2% |
| 30D | +21.3% | -4.2% | +25.5% | +21.7% |
| 3M | +58.4% | -39.8% | +98.2% | +71.6% |
| 6M | +39.3% | -57.7% | +97.0% | +58.2% |
| YTD | -21.7% | -58.8% | +37.1% | -11.7% |
| 1Y | -47.3% | -52.4% | +5.0% | -42.3% |
| 3Y | +58.2% | +35.2% | +23.0% | +22.9% |
| 5Y | -52.3% | -61.1% | +8.8% | -60.8% |
| All | -52.3% | -59.4% | +7.1% | -60.8% |
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