+8.5%
DT vs ALHC
+136.3%
-127.8%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | -3.3% | -0.6% | -2.7% | -3.3% |
| 30D | +2.0% | -1.0% | +3.1% | +2.0% |
| 3M | +20.0% | -10.2% | +30.2% | +20.5% |
| 6M | +39.3% | -28.3% | +67.6% | +40.0% |
| YTD | +19.8% | -31.4% | +51.2% | +20.4% |
| 1Y | +4.3% | -16.9% | +21.2% | +4.2% |
| All | +8.5% | +136.3% | -127.8% | +1.7% |
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