+125.8%
VGT vs ALHC
+141.7%
-15.9%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | -0.2% |
| 7D | +1.8% | -1.0% | +2.8% | +1.8% |
| 30D | -0.3% | -6.3% | +6.0% | -0.3% |
| 3M | +3.4% | -12.3% | +15.7% | +3.4% |
| 6M | +35.0% | -27.0% | +62.0% | +35.2% |
| YTD | +28.8% | -31.8% | +60.6% | +29.1% |
| 1Y | +38.0% | -17.0% | +55.0% | +37.8% |
| 3Y | +125.8% | +159.8% | -34.1% | +115.3% |
| All | +125.8% | +141.7% | -15.9% | +115.3% |
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