+27.9%
VNQ vs ALHC
-61.4%
+89.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.1% |
| 7D | +0.8% | +0.3% | +0.5% | +0.7% |
| 30D | +6.8% | -10.6% | +17.3% | +7.4% |
| 3M | -1.3% | -45.3% | +44.0% | +1.9% |
| 6M | +2.4% | -59.7% | +62.1% | +7.0% |
| YTD | +12.1% | -62.7% | +74.9% | +17.3% |
| 1Y | +12.0% | -56.1% | +68.1% | +15.9% |
| 3Y | +44.8% | +21.3% | +23.5% | +34.9% |
| 5Y | +6.9% | -66.0% | +72.8% | +2.7% |
| All | +27.9% | -61.4% | +89.3% | +23.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling