+485.2%
VLO vs ALHC
-61.8%
+547.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.0% | +3.9% | +3.0% |
| 7D | -6.5% | +3.9% | -10.3% | -6.5% |
| 30D | -17.8% | -3.6% | -14.1% | -17.7% |
| 3M | +19.6% | -49.4% | +69.0% | +20.0% |
| 6M | +49.3% | -59.5% | +108.7% | +49.9% |
| YTD | +122.4% | -63.2% | +185.6% | +123.6% |
| 1Y | +107.4% | -55.5% | +162.9% | +107.8% |
| 3Y | +223.1% | +23.0% | +200.0% | +210.6% |
| 5Y | +432.2% | -65.7% | +497.9% | +450.2% |
| All | +485.2% | -61.8% | +547.0% | +474.7% |
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