+6.3%
DT vs ALHC
-29.3%
+35.6%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.6% | -2.5% | -3.0% |
| 7D | -4.9% | -1.0% | -3.9% | -4.8% |
| 30D | +2.7% | -6.3% | +9.0% | +3.4% |
| 3M | +20.0% | -12.3% | +32.3% | +20.3% |
| 6M | +28.0% | -27.0% | +55.0% | +30.1% |
| YTD | +16.0% | -31.8% | +47.9% | +18.5% |
| 1Y | +0.7% | -17.0% | +17.7% | -0.3% |
| 3Y | +6.2% | +159.8% | -153.7% | -21.5% |
| 5Y | -28.1% | -25.1% | -3.0% | -36.2% |
| All | +6.3% | -29.3% | +35.6% | -10.1% |
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