+134.7%
VGT vs ALHC
-30.5%
+165.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | -0.1% |
| 7D | +1.8% | -1.0% | +2.8% | +1.9% |
| 30D | -0.3% | -6.3% | +6.0% | +0.1% |
| 3M | +3.4% | -12.3% | +15.7% | +3.4% |
| 6M | +35.0% | -27.0% | +62.0% | +36.3% |
| YTD | +28.8% | -31.8% | +60.6% | +30.5% |
| 1Y | +38.0% | -17.0% | +55.0% | +37.3% |
| 3Y | +125.8% | +159.8% | -34.1% | +88.6% |
| 5Y | +134.7% | -25.1% | +159.9% | +111.6% |
| All | +134.7% | -30.5% | +165.2% | +111.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling