+59.6%
VRSN vs ALHC
-61.4%
+121.0%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.0% | +0.3% |
| 7D | +1.4% | +0.3% | +1.1% | +1.4% |
| 30D | +3.9% | -10.6% | +14.4% | +4.5% |
| 3M | +9.3% | -45.3% | +54.6% | +13.2% |
| 6M | +6.7% | -59.7% | +66.4% | +11.8% |
| YTD | +30.0% | -62.7% | +92.8% | +36.5% |
| 1Y | +26.0% | -56.1% | +82.1% | +30.4% |
| 3Y | +53.1% | +21.3% | +31.9% | +40.1% |
| 5Y | +35.0% | -66.0% | +101.0% | +28.4% |
| All | +59.6% | -61.4% | +121.0% | +47.5% |
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 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