-100.0%
VIVK vs ALHC
-61.4%
-38.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -1.9% | -5.6% | -7.4% |
| 7D | -57.7% | +0.3% | -58.0% | -57.7% |
| 30D | -87.3% | -10.6% | -76.7% | -87.2% |
| 3M | -98.9% | -45.3% | -53.6% | -98.9% |
| 6M | -100.0% | -59.7% | -40.2% | -100.0% |
| YTD | -100.0% | -62.7% | -37.2% | -100.0% |
| 1Y | -100.0% | -56.1% | -43.9% | -100.0% |
| 3Y | -100.0% | +21.3% | -121.3% | -100.0% |
| 5Y | -100.0% | -66.0% | -34.0% | -100.0% |
| All | -100.0% | -61.4% | -38.6% | -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 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