+165.2%
DVN vs ALHC
-60.6%
+225.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.5% | +5.3% | +2.9% |
| 7D | +7.8% | -0.8% | +8.6% | +7.8% |
| 30D | -7.9% | -9.6% | +1.7% | -7.7% |
| 3M | +3.7% | -44.5% | +48.2% | +5.4% |
| 6M | +0.2% | -59.2% | +59.4% | +2.4% |
| YTD | +28.6% | -62.0% | +90.6% | +31.5% |
| 1Y | +34.6% | -54.8% | +89.4% | +36.2% |
| 3Y | +11.8% | +25.0% | -13.2% | +3.2% |
| 5Y | +37.6% | -65.3% | +102.9% | +33.6% |
| All | +165.2% | -60.6% | +225.8% | +142.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling