+19.4%
VSH vs ALHC
-61.8%
+81.2%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | -1.0% | +14.4% | +13.5% |
| 7D | +3.5% | +3.9% | -0.4% | +3.2% |
| 30D | -22.4% | -3.6% | -18.8% | -22.2% |
| 3M | -25.2% | -49.4% | +24.2% | -22.0% |
| 6M | -22.5% | -59.5% | +36.9% | -18.6% |
| YTD | +84.2% | -63.2% | +147.4% | +94.4% |
| 1Y | +87.1% | -55.5% | +142.5% | +94.6% |
| 3Y | +31.7% | +23.0% | +8.6% | +21.5% |
| 5Y | +42.6% | -65.7% | +108.3% | +39.2% |
| All | +19.4% | -61.8% | +81.2% | +12.1% |
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