+43.3%
VSH vs ALHC
-28.9%
+72.2%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | 0.0% | +4.5% | +4.4% |
| 7D | +4.1% | -0.6% | +4.6% | +4.1% |
| 30D | -4.2% | -1.0% | -3.1% | -4.1% |
| 3M | -50.0% | -10.2% | -39.8% | -49.9% |
| 6M | +80.2% | -28.3% | +108.5% | +82.4% |
| YTD | +121.1% | -31.4% | +152.5% | +124.7% |
| 1Y | +112.0% | -16.9% | +128.9% | +112.3% |
| 3Y | +22.5% | +135.5% | -113.0% | +8.2% |
| 5Y | +64.0% | -33.6% | +97.7% | +53.5% |
| All | +43.3% | -28.9% | +72.2% | +29.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling