+180.8%
VGT vs ALHC
-28.9%
+209.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.4% | +0.3% |
| 7D | +1.0% | -0.6% | +1.6% | +1.0% |
| 30D | +1.3% | -1.0% | +2.3% | +1.3% |
| 3M | -1.1% | -10.2% | +9.0% | -1.3% |
| 6M | +32.6% | -28.3% | +60.9% | +34.1% |
| YTD | +29.0% | -31.4% | +60.4% | +30.7% |
| 1Y | +39.7% | -16.9% | +56.6% | +39.0% |
| 3Y | +120.9% | +135.5% | -14.6% | +88.9% |
| 5Y | +133.6% | -33.6% | +167.2% | +114.9% |
| All | +180.8% | -28.9% | +209.8% | +151.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling