+6.8%
DVN vs ALHC
+151.5%
-144.8%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.2% | +4.4% | +1.2% |
| 7D | -0.1% | -4.1% | +4.0% | -0.1% |
| 30D | +8.0% | -5.4% | +13.4% | +7.9% |
| 3M | +11.9% | -32.1% | +44.1% | +11.6% |
| 6M | +10.6% | -28.5% | +39.1% | +10.5% |
| YTD | +35.4% | -34.0% | +69.4% | +35.1% |
| 1Y | +46.5% | -20.9% | +67.4% | +45.5% |
| All | +6.8% | +151.5% | -144.8% | +9.5% |
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