+23.7%
VNQ vs ALHC
-33.0%
+56.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | -0.7% |
| 7D | -2.6% | -5.8% | +3.2% | -2.3% |
| 30D | -2.3% | -3.3% | +1.0% | -2.2% |
| 3M | -2.8% | -37.9% | +35.1% | -0.2% |
| 6M | +2.5% | -29.5% | +32.0% | +3.8% |
| YTD | +8.4% | -35.4% | +43.8% | +10.2% |
| 1Y | +6.8% | -22.4% | +29.2% | +7.1% |
| 3Y | +29.9% | +146.3% | -116.4% | +15.6% |
| 5Y | +7.2% | -32.0% | +39.2% | -0.3% |
| All | +23.7% | -33.0% | +56.8% | +15.6% |
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