-12.8%
DT vs ALHC
+22.7%
-35.5%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.6% | -0.2% |
| 7D | +3.1% | +0.3% | +2.9% | +3.1% |
| 30D | -29.5% | -10.6% | -19.0% | -29.6% |
| 3M | -11.7% | -45.3% | +33.6% | -12.1% |
| 6M | +29.0% | -59.7% | +88.7% | +29.1% |
| YTD | +3.4% | -62.7% | +66.1% | +3.3% |
| 1Y | -4.2% | -56.1% | +51.9% | -4.6% |
| 3Y | -12.8% | +21.3% | -34.1% | -14.0% |
| All | -12.8% | +22.7% | -35.5% | -14.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling