-27.5%
DPZ vs ALHC
-64.2%
+36.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.9% | +0.8% | -2.0% |
| 7D | +6.6% | +1.0% | +5.6% | +6.5% |
| 30D | +10.3% | -14.2% | +24.4% | +11.0% |
| 3M | -6.2% | -45.1% | +39.0% | -3.7% |
| 6M | +4.2% | -59.5% | +63.8% | +8.0% |
| YTD | -18.4% | -62.8% | +44.4% | -15.4% |
| 1Y | -14.9% | -55.5% | +40.6% | -12.6% |
| 3Y | -4.6% | +25.7% | -30.3% | -10.1% |
| All | -27.5% | -64.2% | +36.7% | -27.4% |
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 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