+468.3%
VLO vs ALHC
-61.5%
+529.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.9% | +1.5% | -1.3% |
| 7D | -13.3% | +1.0% | -14.3% | -13.3% |
| 30D | -18.3% | -14.2% | -4.2% | -18.2% |
| 3M | +14.3% | -45.1% | +59.5% | +14.7% |
| 6M | +47.6% | -59.5% | +107.2% | +48.3% |
| YTD | +116.0% | -62.8% | +178.8% | +117.1% |
| 1Y | +101.0% | -55.5% | +156.5% | +101.3% |
| 3Y | +199.0% | +25.7% | +173.3% | +187.3% |
| 5Y | +419.0% | -66.8% | +485.8% | +437.9% |
| All | +468.3% | -61.5% | +529.7% | +458.1% |
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