-100.0%
VIVK vs ALHC
+151.5%
-251.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -3.2% | -3.1% | -6.5% |
| 7D | -7.9% | -4.1% | -3.8% | -8.1% |
| 30D | -42.0% | -5.4% | -36.5% | -42.1% |
| 3M | -92.5% | -32.1% | -60.4% | -92.6% |
| 6M | -98.0% | -28.5% | -69.5% | -98.0% |
| YTD | -97.9% | -34.0% | -63.9% | -97.9% |
| 1Y | -100.0% | -20.9% | -79.0% | -100.0% |
| All | -100.0% | +151.5% | -251.5% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling