-70.5%
DOCU vs ALHC
-62.4%
-8.1%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -7.1% | +5.2% | -0.9% |
| 7D | -3.2% | -6.2% | +3.0% | -2.5% |
| 30D | +15.7% | -9.7% | +25.4% | +16.9% |
| 3M | +37.3% | -44.7% | +82.0% | +47.7% |
| 6M | +63.1% | -58.7% | +121.8% | +79.3% |
| YTD | +15.4% | -61.7% | +77.1% | +27.1% |
| 1Y | +11.3% | -55.7% | +67.0% | +18.7% |
| 3Y | +92.1% | +25.6% | +66.5% | +38.1% |
| 5Y | -70.5% | -65.8% | -4.7% | -72.7% |
| All | -70.5% | -62.4% | -8.1% | -72.7% |
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