+202.4%
VLO vs ALHC
+136.3%
+66.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +5.2% | -0.6% | +5.8% | +5.2% |
| 30D | +22.6% | -1.0% | +23.6% | +22.6% |
| 3M | +43.8% | -10.2% | +53.9% | +43.4% |
| 6M | +65.7% | -28.3% | +94.0% | +65.2% |
| YTD | +131.1% | -31.4% | +162.5% | +130.3% |
| 1Y | +143.6% | -16.9% | +160.6% | +143.5% |
| All | +202.4% | +136.3% | +66.1% | +215.4% |
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