-66.1%
DOCU vs ALHC
-28.9%
-37.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | 0.0% | +3.7% | +3.7% |
| 7D | +6.9% | -0.6% | +7.5% | +7.0% |
| 30D | +19.0% | -1.0% | +20.0% | +19.0% |
| 3M | +34.3% | -10.2% | +44.4% | +33.2% |
| 6M | +48.0% | -28.3% | +76.3% | +50.9% |
| YTD | 0.0% | -31.4% | +31.5% | +2.4% |
| 1Y | -10.3% | -16.9% | +6.7% | -11.9% |
| 3Y | +32.4% | +135.5% | -103.1% | -12.5% |
| 5Y | -77.9% | -33.6% | -44.3% | -81.4% |
| All | -66.1% | -28.9% | -37.2% | -72.6% |
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