-61.9%
ALHC vs VSXY
+99.7%
-161.6%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.3% |
| 7D | -5.5% | +0.8% | -6.4% | -5.6% |
| 30D | -4.9% | +24.0% | -29.0% | -7.2% |
| 3M | -41.7% | +16.7% | -58.4% | -42.9% |
| 6M | -55.2% | +138.6% | -193.8% | -59.8% |
| YTD | -61.1% | +102.8% | -163.9% | -64.6% |
| 1Y | -53.3% | +214.2% | -267.5% | -59.7% |
| 3Y | +28.2% | +461.4% | -433.2% | -2.8% |
| 5Y | -65.8% | +118.3% | -184.1% | -71.1% |
| All | -61.9% | +99.7% | -161.6% | -68.2% |
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