+2.3%
DTE vs ALHC
-22.7%
+25.0%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.1% | +0.8% | -1.2% |
| 7D | -2.0% | -5.8% | +3.8% | -1.7% |
| 30D | -2.4% | -3.3% | +0.9% | -2.2% |
| 3M | -7.3% | -37.9% | +30.6% | -5.6% |
| 6M | -7.6% | -29.5% | +21.9% | -6.9% |
| YTD | +5.8% | -35.4% | +41.2% | +5.9% |
| 1Y | +2.3% | -22.4% | +24.8% | +1.5% |
| All | +2.3% | -22.7% | +25.0% | +1.5% |
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