+68.5%
DVA vs ALHC
-63.9%
+132.4%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +5.5% | -8.9% | -3.7% |
| 7D | -1.6% | +3.8% | -5.4% | -1.8% |
| 30D | 0.0% | +1.7% | -1.6% | -0.2% |
| 3M | -2.4% | -44.3% | +41.9% | +0.5% |
| 6M | -9.8% | -57.2% | +47.5% | -6.3% |
| YTD | +57.8% | -61.2% | +119.0% | +64.3% |
| 1Y | +49.2% | -53.2% | +102.4% | +53.5% |
| 3Y | +116.0% | +27.8% | +88.2% | +102.6% |
| 5Y | +68.5% | -65.4% | +133.9% | +67.4% |
| All | +68.5% | -63.9% | +132.4% | +67.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling