+761.5%
VST vs ALHC
-59.7%
+821.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +5.5% | -7.5% | -2.2% |
| 7D | -6.0% | +3.8% | -9.8% | -6.1% |
| 30D | -18.8% | +1.7% | -20.4% | -18.8% |
| 3M | -8.0% | -44.3% | +36.3% | -6.7% |
| 6M | -10.9% | -57.2% | +46.3% | -9.1% |
| YTD | -18.3% | -61.2% | +42.8% | -16.5% |
| 1Y | -29.9% | -53.2% | +23.3% | -28.7% |
| 3Y | +290.3% | +27.8% | +262.5% | +275.6% |
| 5Y | +635.3% | -65.4% | +700.7% | +646.4% |
| All | +761.5% | -59.7% | +821.2% | +738.6% |
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