+117.9%
DVN vs ALHC
-25.1%
+143.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +0.7% |
| 7D | -1.3% | -1.0% | -0.4% | -1.3% |
| 30D | +12.6% | -6.3% | +18.9% | +12.8% |
| 3M | +8.1% | -12.3% | +20.4% | +7.9% |
| 6M | +10.2% | -27.0% | +37.2% | +10.6% |
| YTD | +33.8% | -31.8% | +65.6% | +34.5% |
| 1Y | +43.9% | -17.0% | +60.9% | +43.0% |
| 3Y | +1.7% | +159.8% | -158.1% | -9.1% |
| All | +117.9% | -25.1% | +143.0% | +109.1% |
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 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