-51.4%
VG vs ALHC
-49.4%
-2.0%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.9% | +3.0% | +0.2% |
| 7D | -22.0% | +1.0% | -23.0% | -22.1% |
| 30D | -11.6% | -14.2% | +2.5% | -11.2% |
| 3M | -14.9% | -45.1% | +30.3% | -13.2% |
| 6M | -3.5% | -59.5% | +56.0% | -1.0% |
| YTD | +70.0% | -62.8% | +132.8% | +76.6% |
| 1Y | +50.0% | -55.5% | +105.5% | +51.5% |
| All | -51.4% | -49.4% | -2.0% | -56.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling