-11.5%
VRSK vs ALHC
-31.9%
+20.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.9% | -1.1% |
| 7D | -7.7% | -5.8% | -1.9% | -7.4% |
| 30D | -2.8% | -3.3% | +0.5% | -2.7% |
| 3M | -3.7% | -37.9% | +34.2% | -1.5% |
| 6M | -12.8% | -29.5% | +16.7% | -11.8% |
| YTD | -21.0% | -35.4% | +14.4% | -19.8% |
| 1Y | -32.5% | -22.4% | -10.0% | -32.3% |
| 3Y | -26.5% | +146.3% | -172.9% | -34.2% |
| 5Y | -11.5% | -32.0% | +20.5% | -16.7% |
| All | -11.5% | -31.9% | +20.4% | -16.7% |
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 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