-27.2%
ALHC vs VYM
+88.7%
-115.9%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.8% | -1.8% |
| 7D | -6.9% | -0.8% | -6.1% | -6.2% |
| 30D | -6.7% | -2.2% | -4.5% | -4.8% |
| 3M | -37.7% | +3.1% | -40.8% | -39.5% |
| 6M | -30.0% | +9.7% | -39.7% | -35.7% |
| YTD | -36.2% | +14.9% | -51.0% | -43.7% |
| 1Y | -22.9% | +17.6% | -40.4% | -33.4% |
| 3Y | +138.4% | +65.3% | +73.1% | +43.6% |
| 5Y | -32.8% | +78.7% | -111.5% | -60.0% |
| All | -27.2% | +88.7% | -115.9% | -59.7% |
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