+73.9%
DRI vs ALHC
-28.9%
+102.9%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +9.6% |
| YTD | +20.6% | -31.4% | +52.1% | +22.2% |
| 1Y | +6.5% | -16.9% | +23.4% | +6.3% |
| 3Y | +53.7% | +135.5% | -81.8% | +38.0% |
| 5Y | +72.7% | -33.6% | +106.3% | +58.0% |
| All | +73.9% | -28.9% | +102.9% | +63.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling