+55.0%
DUK vs ALHC
-28.9%
+83.9%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -0.9% | -1.0% |
| 7D | 0.0% | -0.6% | +0.6% | 0.0% |
| 30D | -1.7% | -1.0% | -0.6% | -1.7% |
| 3M | -0.4% | -10.2% | +9.7% | -0.5% |
| 6M | -7.2% | -28.3% | +21.0% | -6.7% |
| YTD | +5.3% | -31.4% | +36.7% | +5.8% |
| 1Y | +3.0% | -16.9% | +19.9% | +2.9% |
| 3Y | +53.1% | +135.5% | -82.4% | +46.7% |
| 5Y | +37.9% | -33.6% | +71.6% | +32.2% |
| All | +55.0% | -28.9% | +83.9% | +48.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling