-0.1%
ALHC vs VLTO
+54.8%
-55.0%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.5% | -3.4% | -3.0% |
| 7D | +1.0% | +5.4% | -4.4% | -0.4% |
| 30D | -14.2% | +22.3% | -36.5% | -19.2% |
| 3M | -45.1% | +19.6% | -64.8% | -48.0% |
| 6M | -59.5% | +35.2% | -94.7% | -63.3% |
| YTD | -62.8% | +17.9% | -80.7% | -64.8% |
| 1Y | -55.5% | +19.5% | -75.0% | -58.0% |
| 3Y | +25.7% | +73.9% | -48.2% | -9.3% |
| All | -0.1% | +54.8% | -55.0% | -19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 5y: compounded portfolio wealth divided by compounded VLTO 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…
5y analysis · Full analysis span regression · 6 months rolling