+60.2%
DOV vs ALHC
-60.6%
+120.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.5% | +1.1% | -1.3% |
| 7D | +3.4% | -0.8% | +4.2% | +3.4% |
| 30D | +8.8% | -9.6% | +18.5% | +9.3% |
| 3M | +0.9% | -44.5% | +45.5% | +3.7% |
| 6M | -2.8% | -59.2% | +56.3% | +0.9% |
| YTD | +8.1% | -62.0% | +70.1% | +12.3% |
| 1Y | +15.2% | -54.8% | +70.1% | +18.5% |
| 3Y | +64.5% | +25.0% | +39.5% | +55.6% |
| 5Y | +28.9% | -65.3% | +94.2% | +23.4% |
| All | +60.2% | -60.6% | +120.9% | +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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling