-50.3%
DOCS vs ALHC
-48.7%
-1.6%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.7% | -2.8% |
| 7D | -1.4% | -0.6% | -0.8% | -1.3% |
| 30D | +21.8% | -1.0% | +22.8% | +22.1% |
| 3M | +27.3% | -10.2% | +37.4% | +27.7% |
| 6M | -0.3% | -28.3% | +27.9% | +3.2% |
| YTD | -40.5% | -31.4% | -9.0% | -38.1% |
| 1Y | -61.5% | -16.9% | -44.6% | -61.5% |
| 3Y | +8.2% | +135.5% | -127.3% | -22.5% |
| 5Y | -73.4% | -33.6% | -39.8% | -79.9% |
| All | -50.3% | -48.7% | -1.6% | -58.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling