+9.7%
DT vs ALHC
-28.9%
+38.6%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | -3.3% | -0.6% | -2.7% | -3.2% |
| 30D | +2.0% | -1.0% | +3.1% | +2.0% |
| 3M | +20.0% | -10.2% | +30.2% | +20.0% |
| 6M | +39.3% | -28.3% | +67.6% | +41.9% |
| YTD | +19.8% | -31.4% | +51.2% | +22.3% |
| 1Y | +4.3% | -16.9% | +21.2% | +3.2% |
| 3Y | +7.7% | +135.5% | -127.8% | -18.5% |
| 5Y | -26.8% | -33.6% | +6.8% | -33.8% |
| All | +9.7% | -28.9% | +38.6% | -7.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling