-5.9%
DT vs ALHC
-55.2%
+49.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.2% | +1.2% |
| 7D | -20.2% | +3.9% | -24.1% | -19.9% |
| 30D | -30.8% | -3.6% | -27.1% | -30.6% |
| 3M | -10.2% | -49.4% | +39.2% | -12.9% |
| 6M | +8.0% | -59.5% | +67.5% | +6.7% |
| YTD | +1.5% | -63.2% | +64.6% | -1.7% |
| All | -5.9% | -55.2% | +49.3% | -13.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling