+719.6%
VST vs ALHC
-61.5%
+781.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -2.9% | +13.5% | +10.6% |
| 7D | -9.8% | +1.0% | -10.8% | -9.9% |
| 30D | -25.1% | -14.2% | -11.0% | -24.9% |
| 3M | -11.6% | -45.1% | +33.6% | -10.3% |
| 6M | -20.9% | -59.5% | +38.6% | -19.2% |
| YTD | -22.3% | -62.8% | +40.5% | -20.5% |
| 1Y | -32.0% | -55.5% | +23.5% | -30.8% |
| 3Y | +262.4% | +25.7% | +236.7% | +248.5% |
| 5Y | +563.4% | -66.8% | +630.2% | +574.4% |
| All | +719.6% | -61.5% | +781.0% | +698.7% |
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