+32.9%
DTE vs ALHC
-27.5%
+60.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.2% | +2.3% | -0.7% |
| 7D | 0.0% | -4.1% | +4.1% | +0.2% |
| 30D | -0.5% | -5.4% | +4.9% | -0.3% |
| 3M | -6.0% | -32.1% | +26.1% | -4.9% |
| 6M | -7.2% | -28.5% | +21.3% | -6.5% |
| YTD | +7.2% | -34.0% | +41.2% | +8.1% |
| 1Y | +4.1% | -20.9% | +25.0% | +4.2% |
| 3Y | +46.9% | +151.5% | -104.7% | +38.3% |
| 5Y | +32.9% | -28.8% | +61.7% | +30.1% |
| All | +32.9% | -27.5% | +60.4% | +30.1% |
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