-36.8%
ALHC vs VSXY
+33.4%
-70.2%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.1% | +1.0% | -1.8% |
| 7D | -5.8% | -0.3% | -5.5% | -5.8% |
| 30D | -3.3% | -22.1% | +18.7% | -1.0% |
| 3M | -37.9% | -1.1% | -36.8% | -38.0% |
| 6M | -29.5% | +53.8% | -83.3% | -33.8% |
| YTD | -35.4% | +35.5% | -70.9% | -38.7% |
| 1Y | -22.4% | +186.0% | -208.4% | -32.4% |
| 3Y | +146.3% | +343.2% | -196.8% | +88.6% |
| 5Y | -32.0% | +19.0% | -51.0% | -39.3% |
| All | -36.8% | +33.4% | -70.2% | -45.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded VSXY 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling