+119.4%
VICR vs ALHC
-28.9%
+148.3%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | 0.0% | +5.5% | +5.5% |
| 7D | +0.4% | -0.6% | +1.0% | +0.5% |
| 30D | -13.9% | -1.0% | -12.9% | -13.9% |
| 3M | -38.4% | -10.2% | -28.3% | -38.4% |
| 6M | -7.2% | -28.3% | +21.1% | -4.5% |
| YTD | +72.0% | -31.4% | +103.5% | +78.2% |
| 1Y | +263.3% | -16.9% | +280.2% | +263.6% |
| 3Y | +173.3% | +135.5% | +37.8% | +101.8% |
| 5Y | +47.3% | -33.6% | +80.9% | +24.2% |
| All | +119.4% | -28.9% | +148.3% | +71.4% |
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 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