+37.5%
DXCM vs ALHC
-53.5%
+91.0%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.5% | -6.9% | -1.2% |
| 7D | -3.7% | +3.8% | -7.5% | -3.5% |
| 30D | -5.0% | +1.7% | -6.6% | -4.8% |
| 3M | -8.8% | -44.3% | +35.5% | -11.5% |
| 6M | +31.9% | -57.2% | +89.1% | +25.2% |
| YTD | +20.4% | -61.2% | +81.6% | +13.7% |
| All | +37.5% | -53.5% | +91.0% | +26.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling