-7.1%
DT vs ALHC
-61.8%
+54.7%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.2% | +1.3% |
| 7D | -20.2% | +3.9% | -24.1% | -20.7% |
| 30D | -30.8% | -3.6% | -27.1% | -30.6% |
| 3M | -10.2% | -49.4% | +39.2% | -4.4% |
| 6M | +8.0% | -59.5% | +67.5% | +16.4% |
| YTD | +1.5% | -63.2% | +64.6% | +9.7% |
| 1Y | -6.9% | -55.5% | +48.6% | -2.2% |
| 3Y | -10.9% | +23.0% | -33.9% | -27.2% |
| 5Y | -42.2% | -65.7% | +23.5% | -44.1% |
| All | -7.1% | -61.8% | +54.7% | -16.8% |
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