-28.8%
ALHC vs VYM
+76.9%
-105.8%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.7% | -2.7% |
| 7D | -4.1% | -1.0% | -3.1% | -3.2% |
| 30D | -5.4% | -2.0% | -3.4% | -3.6% |
| 3M | -32.1% | +3.1% | -35.2% | -34.2% |
| 6M | -28.5% | +8.9% | -37.4% | -34.2% |
| YTD | -34.0% | +14.7% | -48.8% | -42.2% |
| 1Y | -20.9% | +19.4% | -40.4% | -33.3% |
| 3Y | +151.5% | +65.4% | +86.1% | +45.4% |
| 5Y | -28.8% | +77.6% | -106.4% | -59.8% |
| All | -28.8% | +76.9% | -105.8% | -59.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling