-9.4%
DXCM vs ALHC
-59.7%
+50.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.5% | -6.9% | -2.0% |
| 7D | -3.7% | +3.8% | -7.5% | -4.0% |
| 30D | -5.0% | +1.7% | -6.6% | -5.3% |
| 3M | -8.8% | -44.3% | +35.5% | -4.0% |
| 6M | +31.9% | -57.2% | +89.1% | +40.0% |
| YTD | +20.4% | -61.2% | +81.6% | +28.5% |
| 1Y | +45.7% | -53.2% | +98.9% | +51.3% |
| 3Y | -15.0% | +27.8% | -42.9% | -28.8% |
| 5Y | -48.5% | -65.4% | +16.9% | -50.3% |
| All | -9.4% | -59.7% | +50.4% | -15.3% |
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