+1.8%
VRSK vs ALHC
-29.3%
+31.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.6% | -5.0% | -5.5% |
| 7D | -9.7% | -1.0% | -8.7% | -9.7% |
| 30D | -8.5% | -6.3% | -2.2% | -8.2% |
| 3M | -1.7% | -12.3% | +10.6% | -1.5% |
| 6M | -17.9% | -27.0% | +9.1% | -17.2% |
| YTD | -21.1% | -31.8% | +10.7% | -20.2% |
| 1Y | -35.1% | -17.0% | -18.1% | -35.2% |
| 3Y | -26.7% | +159.8% | -186.5% | -33.5% |
| 5Y | -12.0% | -25.1% | +13.1% | -17.4% |
| All | +1.8% | -29.3% | +31.1% | -5.5% |
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