+46.4%
DOV vs ALHC
-31.6%
+78.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.2% | +1.5% | -1.5% |
| 7D | +1.3% | -4.1% | +5.5% | +1.6% |
| 30D | -8.6% | -5.4% | -3.2% | -8.4% |
| 3M | -13.1% | -32.1% | +19.0% | -11.6% |
| 6M | -8.8% | -28.5% | +19.7% | -7.9% |
| YTD | -1.2% | -34.0% | +32.8% | 0.0% |
| 1Y | +10.7% | -20.9% | +31.6% | +10.9% |
| 3Y | +39.3% | +151.5% | -112.3% | +26.6% |
| 5Y | +16.4% | -28.8% | +45.3% | +9.0% |
| All | +46.4% | -31.6% | +78.0% | +40.3% |
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