-18.3%
DXCM vs ALHC
+28.2%
-46.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.3% | +0.5% |
| 7D | -9.2% | -5.5% | -3.7% | -9.1% |
| 30D | -6.5% | -4.9% | -1.5% | -6.4% |
| 3M | -10.3% | -41.7% | +31.5% | -9.5% |
| 6M | +35.4% | -55.2% | +90.6% | +35.9% |
| YTD | +21.1% | -61.1% | +82.1% | +22.1% |
| 1Y | +38.2% | -53.3% | +91.6% | +37.7% |
| All | -18.3% | +28.2% | -46.5% | -24.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling