-8.1%
DXCM vs ALHC
-61.8%
+53.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.0% | +3.0% | +2.2% |
| 7D | -4.4% | +3.9% | -8.2% | -4.7% |
| 30D | -3.6% | -3.6% | 0.0% | -3.4% |
| 3M | -4.3% | -49.4% | +45.1% | +1.7% |
| 6M | +33.8% | -59.5% | +93.2% | +42.8% |
| YTD | +22.1% | -63.2% | +85.3% | +31.1% |
| 1Y | +47.4% | -55.5% | +102.9% | +53.9% |
| 3Y | -12.3% | +23.0% | -35.3% | -26.2% |
| 5Y | -49.1% | -65.7% | +16.6% | -50.8% |
| All | -8.1% | -61.8% | +53.8% | -13.6% |
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 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