+25.6%
VSH vs ALHC
-60.6%
+86.3%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.5% | -2.2% | -4.5% |
| 7D | +26.2% | -0.8% | +27.0% | +26.3% |
| 30D | -12.5% | -9.6% | -2.9% | -11.8% |
| 3M | -16.9% | -44.5% | +27.6% | -13.9% |
| 6M | -17.0% | -59.2% | +42.2% | -12.7% |
| YTD | +93.8% | -62.0% | +155.8% | +104.1% |
| 1Y | +99.3% | -54.8% | +154.2% | +107.2% |
| 3Y | +35.0% | +25.0% | +10.0% | +24.5% |
| 5Y | +45.8% | -65.3% | +111.1% | +42.2% |
| All | +25.6% | -60.6% | +86.3% | +17.7% |
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