+73.3%
DRI vs ALHC
-33.5%
+106.8%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +0.6% | -0.6% | +1.2% | +0.6% |
| 30D | +3.8% | -1.0% | +4.9% | +3.9% |
| 3M | +13.0% | -10.2% | +23.2% | +13.0% |
| 6M | +8.3% | -28.3% | +36.6% | +9.7% |
| YTD | +20.6% | -31.4% | +52.1% | +22.3% |
| 1Y | +6.5% | -16.9% | +23.4% | +6.3% |
| 3Y | +53.7% | +135.5% | -81.8% | +35.4% |
| All | +73.3% | -33.5% | +106.8% | +61.6% |
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 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