+4.4%
VICR vs ALHC
-65.3%
+69.7%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.3% | +3.7% | +3.9% |
| 7D | +5.7% | -5.5% | +11.2% | +6.6% |
| 30D | -35.2% | -4.9% | -30.3% | -34.8% |
| 3M | -20.3% | -41.7% | +21.5% | -14.6% |
| 6M | -46.3% | -55.2% | +8.9% | -41.2% |
| YTD | +53.4% | -61.1% | +114.4% | +71.3% |
| 1Y | +81.6% | -53.3% | +134.9% | +96.2% |
| 3Y | +360.5% | +28.2% | +332.4% | +264.1% |
| 5Y | +4.4% | -65.8% | +70.2% | -9.3% |
| All | +4.4% | -65.3% | +69.7% | -9.3% |
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 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