+185.0%
DVN vs ALHC
-33.0%
+218.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.1% | +4.2% | +2.2% |
| 7D | +2.5% | -5.8% | +8.3% | +2.7% |
| 30D | +10.2% | -3.3% | +13.5% | +10.3% |
| 3M | +8.1% | -37.9% | +46.0% | +9.6% |
| 6M | +15.9% | -29.5% | +45.4% | +16.5% |
| YTD | +38.2% | -35.4% | +73.6% | +39.3% |
| 1Y | +44.5% | -22.4% | +66.9% | +44.0% |
| 3Y | +5.1% | +146.3% | -141.2% | -5.9% |
| 5Y | +124.3% | -32.0% | +156.3% | +114.2% |
| All | +185.0% | -33.0% | +218.1% | +157.1% |
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