+162.2%
VGT vs ALHC
-60.6%
+222.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +1.9% | -0.4% |
| 7D | +5.6% | -0.8% | +6.4% | +5.7% |
| 30D | -10.6% | -9.6% | -0.9% | -10.0% |
| 3M | -6.9% | -44.5% | +37.6% | -3.7% |
| 6M | +0.9% | -59.2% | +60.1% | +5.7% |
| YTD | +20.4% | -62.0% | +82.5% | +26.2% |
| 1Y | +17.4% | -54.8% | +72.2% | +21.1% |
| 3Y | +106.3% | +25.0% | +81.3% | +84.9% |
| 5Y | +107.9% | -65.3% | +173.2% | +98.8% |
| All | +162.2% | -60.6% | +222.8% | +142.4% |
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