+108.1%
V vs ALHC
-61.4%
+169.4%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.9% | +3.2% | +1.4% |
| 7D | +0.9% | +0.3% | +0.6% | +0.9% |
| 30D | +9.0% | -10.6% | +19.5% | +9.5% |
| 3M | +16.7% | -45.3% | +62.0% | +19.9% |
| 6M | +33.4% | -59.7% | +93.1% | +38.4% |
| YTD | +22.4% | -62.7% | +85.1% | +27.1% |
| 1Y | +27.7% | -56.1% | +83.8% | +31.4% |
| 3Y | +78.0% | +21.3% | +56.7% | +69.5% |
| 5Y | +108.5% | -66.0% | +174.5% | +108.6% |
| All | +108.1% | -61.4% | +169.4% | +104.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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