-100.0%
VIVK vs ALHC
-51.4%
-48.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -27.5% | +10.1% | -37.6% | -28.0% |
| 7D | -68.7% | -0.5% | -68.2% | -68.4% |
| 30D | -90.0% | -4.2% | -85.8% | -89.9% |
| 3M | -98.1% | -39.8% | -58.3% | -98.0% |
| 6M | -99.9% | -57.7% | -42.2% | -99.9% |
| YTD | -99.9% | -58.8% | -41.1% | -99.9% |
| 1Y | -100.0% | -52.4% | -47.6% | -100.0% |
| All | -100.0% | -51.4% | -48.6% | -100.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling