+53.9%
DUK vs ALHC
-33.0%
+86.9%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | -0.8% |
| 7D | -1.7% | -5.8% | +4.1% | -1.5% |
| 30D | -2.2% | -3.3% | +1.1% | -2.2% |
| 3M | -3.7% | -37.9% | +34.2% | -2.5% |
| 6M | -6.3% | -29.5% | +23.2% | -5.8% |
| YTD | +4.5% | -35.4% | +39.9% | +5.3% |
| 1Y | +1.8% | -22.4% | +24.3% | +2.0% |
| 3Y | +46.8% | +146.3% | -99.5% | +40.7% |
| 5Y | +40.2% | -32.0% | +72.2% | +35.0% |
| All | +53.9% | -33.0% | +86.9% | +47.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling