+60.5%
DVA vs ALHC
-61.4%
+121.9%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.1% | +0.4% |
| 7D | -8.8% | +0.3% | -9.0% | -8.8% |
| 30D | -3.4% | -10.6% | +7.2% | -2.9% |
| 3M | -2.6% | -45.3% | +42.7% | +0.1% |
| 6M | -11.9% | -59.7% | +47.8% | -8.5% |
| YTD | +53.6% | -62.7% | +116.4% | +59.6% |
| 1Y | +41.9% | -56.1% | +98.0% | +46.0% |
| 3Y | +97.5% | +21.3% | +76.3% | +88.1% |
| 5Y | +65.0% | -66.0% | +130.9% | +58.6% |
| All | +60.5% | -61.4% | +121.9% | +53.2% |
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 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