+199.0%
VLO vs ALHC
+21.9%
+177.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.9% | +1.5% | -1.5% |
| 7D | -13.3% | +1.0% | -14.3% | -13.2% |
| 30D | -18.3% | -14.2% | -4.2% | -18.6% |
| 3M | +14.3% | -45.1% | +59.5% | +12.4% |
| 6M | +47.6% | -59.5% | +107.2% | +44.3% |
| YTD | +116.0% | -62.8% | +178.8% | +111.1% |
| 1Y | +101.0% | -55.5% | +156.5% | +97.3% |
| 3Y | +199.0% | +25.7% | +173.3% | +193.7% |
| All | +199.0% | +21.9% | +177.1% | +193.7% |
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 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