+41.9%
DVA vs ALHC
-55.7%
+97.5%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -3.0% |
| 3M | -2.6% | -45.3% | +42.7% | 0.0% |
| 6M | -11.9% | -59.7% | +47.8% | -9.2% |
| YTD | +53.6% | -62.7% | +116.4% | +55.6% |
| 1Y | +41.9% | -56.1% | +98.0% | +37.3% |
| All | +41.9% | -55.7% | +97.5% | +37.3% |
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