-22.2%
ALHC vs VYM
+89.4%
-111.7%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.2% |
| 7D | -1.0% | +0.1% | -1.1% | -1.1% |
| 30D | -6.3% | -1.3% | -5.1% | -5.3% |
| 3M | -12.3% | +4.1% | -16.4% | -15.5% |
| 6M | -27.0% | +9.8% | -36.8% | -33.1% |
| YTD | -31.8% | +15.3% | -47.2% | -40.1% |
| 1Y | -17.0% | +20.0% | -37.0% | -29.6% |
| 3Y | +159.8% | +66.2% | +93.6% | +55.7% |
| 5Y | -25.1% | +77.5% | -102.7% | -55.5% |
| All | -22.2% | +89.4% | -111.7% | -57.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling