-35.4%
ALHC vs VSXY
+37.7%
-73.1%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.5% | +0.3% | -2.8% |
| 7D | -4.1% | -10.7% | +6.6% | -3.1% |
| 30D | -5.4% | -24.3% | +18.8% | -2.8% |
| 3M | -32.1% | +1.0% | -33.1% | -32.4% |
| 6M | -28.5% | +57.4% | -85.8% | -33.0% |
| YTD | -34.0% | +39.8% | -73.8% | -37.6% |
| 1Y | -20.9% | +196.5% | -217.4% | -31.3% |
| 3Y | +151.5% | +357.2% | -205.7% | +92.0% |
| 5Y | -28.8% | +18.9% | -47.7% | -36.6% |
| All | -35.4% | +37.7% | -73.1% | -44.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling