+41.8%
VSH vs ALHC
-29.3%
+71.2%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -1.0% |
| 7D | +6.2% | -1.0% | +7.2% | +6.3% |
| 30D | -11.1% | -6.3% | -4.8% | -10.7% |
| 3M | -44.9% | -12.3% | -32.6% | -44.7% |
| 6M | +90.0% | -27.0% | +117.0% | +92.0% |
| YTD | +118.8% | -31.8% | +150.6% | +122.4% |
| 1Y | +109.0% | -17.0% | +126.0% | +109.3% |
| 3Y | +35.6% | +159.8% | -124.2% | +18.7% |
| 5Y | +66.7% | -25.1% | +91.8% | +54.8% |
| All | +41.8% | -29.3% | +71.2% | +28.3% |
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