+473.2%
VLO vs ALHC
-66.2%
+539.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.9% | +3.2% | +1.3% |
| 7D | +9.6% | +0.3% | +9.4% | +9.6% |
| 30D | -17.4% | -10.6% | -6.8% | -17.4% |
| 3M | +10.8% | -45.3% | +56.1% | +10.6% |
| 6M | +56.9% | -59.7% | +116.7% | +56.7% |
| YTD | +136.8% | -62.7% | +199.5% | +136.6% |
| 1Y | +120.7% | -56.1% | +176.8% | +120.1% |
| 3Y | +231.9% | +21.3% | +210.7% | +222.3% |
| All | +473.2% | -66.2% | +539.5% | +537.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling