+39.6%
DUK vs ALHC
-30.5%
+70.0%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +0.3% |
| 6M | -6.9% | -27.0% | +20.1% | -6.4% |
| YTD | +6.1% | -31.8% | +38.0% | +6.9% |
| 1Y | +4.4% | -17.0% | +21.4% | +4.3% |
| 3Y | +49.1% | +159.8% | -110.7% | +40.9% |
| 5Y | +39.6% | -25.1% | +64.7% | +33.3% |
| All | +39.6% | -30.5% | +70.0% | +33.3% |
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 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