+66.9%
DVA vs ALHC
-33.8%
+100.7%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.2% |
| 7D | -1.3% | -6.9% | +5.5% | -1.0% |
| 30D | 0.0% | -6.7% | +6.8% | +0.4% |
| 3M | -10.9% | -37.7% | +26.8% | -9.0% |
| 6M | +17.3% | -30.0% | +47.3% | +18.6% |
| YTD | +59.8% | -36.2% | +96.0% | +62.2% |
| 1Y | +36.3% | -22.9% | +59.1% | +36.8% |
| 3Y | +88.6% | +138.4% | -49.8% | +73.2% |
| 5Y | +47.5% | -32.8% | +80.3% | +38.6% |
| All | +66.9% | -33.8% | +100.7% | +55.6% |
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