+60.6%
DVA vs ALHC
-51.4%
+112.0%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +10.1% | -4.4% | +5.2% |
| 7D | +4.7% | -0.5% | +5.2% | +4.7% |
| 30D | +7.8% | -4.2% | +12.0% | +7.8% |
| 3M | -15.5% | -39.8% | +24.3% | -13.8% |
| 6M | +25.0% | -57.7% | +82.8% | +28.3% |
| YTD | +69.6% | -58.8% | +128.4% | +71.8% |
| 1Y | +60.6% | -52.4% | +113.0% | +57.1% |
| All | +60.6% | -51.4% | +112.0% | +57.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling