+528.0%
VLO vs ALHC
-29.3%
+557.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.6% | +3.9% | +3.3% |
| 7D | +5.8% | -1.0% | +6.7% | +5.8% |
| 30D | +28.3% | -6.3% | +34.7% | +28.4% |
| 3M | +48.7% | -12.3% | +61.1% | +48.5% |
| 6M | +71.9% | -27.0% | +98.9% | +72.1% |
| YTD | +138.7% | -31.8% | +170.5% | +139.2% |
| 1Y | +148.5% | -17.0% | +165.5% | +148.0% |
| 3Y | +192.7% | +159.8% | +32.8% | +178.6% |
| 5Y | +601.6% | -25.1% | +626.8% | +611.3% |
| All | +528.0% | -29.3% | +557.3% | +514.8% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling