-57.5%
ALHC vs VYM
+92.1%
-149.6%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.8% | -1.8% |
| 7D | +0.3% | +3.7% | -3.4% | -3.0% |
| 30D | -10.6% | +3.7% | -14.3% | -13.2% |
| 3M | -45.3% | -0.7% | -44.6% | -44.8% |
| 6M | -59.7% | +7.2% | -66.9% | -62.1% |
| YTD | -62.7% | +16.9% | -79.7% | -67.5% |
| 1Y | -56.1% | +19.6% | -75.7% | -62.5% |
| 3Y | +21.3% | +74.6% | -53.3% | -30.7% |
| 5Y | -66.0% | +72.3% | -138.3% | -79.8% |
| All | -57.5% | +92.1% | -149.6% | -76.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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