-12.8%
DPZ vs ALHC
-55.4%
+42.6%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -7.1% | +7.4% | +0.7% |
| 7D | +9.5% | -6.2% | +15.7% | +9.7% |
| 30D | +12.8% | -9.7% | +22.5% | +13.2% |
| 3M | -6.2% | -44.7% | +38.5% | -3.9% |
| 6M | +4.3% | -58.7% | +63.0% | +7.7% |
| YTD | -16.6% | -61.7% | +45.1% | -15.1% |
| 1Y | -12.8% | -55.7% | +42.9% | -14.0% |
| All | -12.8% | -55.4% | +42.6% | -14.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling