+49.1%
DUK vs ALHC
+141.7%
-92.5%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +0.9% |
| 7D | +0.7% | -1.0% | +1.7% | +0.7% |
| 30D | -2.0% | -6.3% | +4.3% | -1.8% |
| 3M | +0.2% | -12.3% | +12.5% | +0.2% |
| 6M | -6.9% | -27.0% | +20.1% | -6.4% |
| YTD | +6.1% | -31.8% | +38.0% | +6.8% |
| 1Y | +4.4% | -17.0% | +21.4% | +4.2% |
| 3Y | +49.1% | +159.8% | -110.7% | +37.8% |
| All | +49.1% | +141.7% | -92.5% | +37.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling