-32.9%
ALHC vs VSXY
+37.4%
-70.3%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.6% | -0.3% |
| 7D | -0.6% | -14.0% | +13.4% | +0.9% |
| 30D | -1.0% | -15.9% | +14.9% | +0.6% |
| 3M | -10.2% | +3.4% | -13.5% | -10.7% |
| 6M | -28.3% | +25.9% | -54.2% | -31.2% |
| YTD | -31.4% | +39.5% | -70.9% | -35.1% |
| 1Y | -16.9% | +194.4% | -211.3% | -27.8% |
| 3Y | +135.5% | +281.4% | -145.9% | +85.1% |
| 5Y | -33.6% | +12.8% | -46.4% | -40.7% |
| All | -32.9% | +37.4% | -70.3% | -41.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling