+225.9%
VIK vs ALHC
+152.5%
+73.4%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.2% | -0.2% | -3.2% |
| 7D | -0.8% | -4.1% | +3.3% | -0.5% |
| 30D | -18.0% | -5.4% | -12.6% | -17.7% |
| 3M | -5.8% | -32.1% | +26.3% | -3.3% |
| 6M | +17.2% | -28.5% | +45.6% | +18.9% |
| YTD | +19.1% | -34.0% | +53.2% | +21.6% |
| 1Y | +33.6% | -20.9% | +54.6% | +34.1% |
| All | +225.9% | +152.5% | +73.4% | +155.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling