+56.6%
VSAT vs ALHC
-29.3%
+85.9%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.6% | +3.8% | +3.3% |
| 7D | +17.3% | -1.0% | +18.3% | +17.5% |
| 30D | -3.3% | -6.3% | +3.1% | -2.4% |
| 3M | +18.7% | -12.3% | +31.1% | +18.8% |
| 6M | +77.6% | -27.0% | +104.6% | +82.2% |
| YTD | +125.6% | -31.8% | +157.5% | +133.5% |
| 1Y | +158.3% | -17.0% | +175.3% | +159.1% |
| 3Y | +226.1% | +159.8% | +66.3% | +147.1% |
| 5Y | +54.7% | -25.1% | +79.8% | +42.5% |
| All | +56.6% | -29.3% | +85.9% | +35.6% |
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