+3.7%
DUOL vs ALHC
-34.0%
+37.7%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.2% | -1.7% | -4.4% |
| 7D | -11.8% | -4.1% | -7.7% | -11.2% |
| 30D | +1.5% | -5.4% | +6.9% | +2.3% |
| 3M | +18.1% | -32.1% | +50.3% | +24.3% |
| 6M | +38.7% | -28.5% | +67.1% | +42.2% |
| YTD | -20.7% | -34.0% | +13.4% | -17.6% |
| 1Y | -49.1% | -20.9% | -28.2% | -48.9% |
| 3Y | -11.0% | +151.5% | -162.6% | -40.2% |
| 5Y | -18.0% | -28.8% | +10.9% | -38.6% |
| All | +3.7% | -34.0% | +37.7% | -20.4% |
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