-8.1%
DT vs ALHC
-59.7%
+51.6%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.5% | -6.6% | -1.7% |
| 7D | -7.5% | +3.8% | -11.3% | -7.9% |
| 30D | -31.5% | +1.7% | -33.2% | -31.7% |
| 3M | -14.0% | -44.3% | +30.3% | -9.3% |
| 6M | +6.9% | -57.2% | +64.1% | +14.5% |
| YTD | +0.3% | -61.2% | +61.5% | +7.8% |
| 1Y | -6.9% | -53.2% | +46.3% | -2.8% |
| 3Y | -13.9% | +27.8% | -41.7% | -29.9% |
| 5Y | -39.9% | -65.4% | +25.5% | -41.9% |
| All | -8.1% | -59.7% | +51.6% | -18.2% |
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