+88.4%
DVA vs ALHC
+141.7%
-53.2%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -2.1% |
| 7D | +2.2% | -1.0% | +3.2% | +2.3% |
| 30D | -2.0% | -6.3% | +4.3% | -1.8% |
| 3M | -6.3% | -12.3% | +6.1% | -6.1% |
| 6M | +19.4% | -27.0% | +46.4% | +20.1% |
| YTD | +58.5% | -31.8% | +90.3% | +59.5% |
| 1Y | +33.9% | -17.0% | +50.9% | +33.9% |
| 3Y | +88.4% | +159.8% | -71.4% | +81.9% |
| All | +88.4% | +141.7% | -53.2% | +81.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling