+49.8%
VSAT vs ALHC
-61.8%
+111.6%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.3% | -1.0% | +17.2% | +16.4% |
| 7D | +0.4% | +3.9% | -3.5% | -0.4% |
| 30D | +3.3% | -3.6% | +6.9% | +3.4% |
| 3M | -7.5% | -49.4% | +41.9% | +0.5% |
| 6M | +6.2% | -59.5% | +65.7% | +17.1% |
| YTD | +115.8% | -63.2% | +179.0% | +140.5% |
| 1Y | +107.7% | -55.5% | +163.2% | +124.5% |
| 3Y | +292.0% | +23.0% | +269.0% | +232.8% |
| 5Y | +35.3% | -65.7% | +101.0% | +34.3% |
| All | +49.8% | -61.8% | +111.6% | +39.6% |
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