-43.0%
DT vs ALHC
-64.2%
+21.2%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.9% | +2.3% | -0.3% |
| 7D | -24.7% | +1.0% | -25.7% | -24.8% |
| 30D | -27.4% | -14.2% | -13.2% | -26.5% |
| 3M | -11.1% | -45.1% | +34.0% | -6.4% |
| 6M | +13.7% | -59.5% | +73.2% | +22.2% |
| YTD | +0.2% | -62.8% | +63.1% | +7.9% |
| 1Y | -5.7% | -55.5% | +49.8% | -1.2% |
| 3Y | -8.1% | +25.7% | -33.8% | -26.1% |
| All | -43.0% | -64.2% | +21.2% | -45.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling