+773.5%
VST vs ALHC
-61.4%
+834.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.8% | -1.1% |
| 7D | +6.6% | +0.3% | +6.3% | +6.6% |
| 30D | -12.4% | -10.6% | -1.8% | -12.2% |
| 3M | -9.0% | -45.3% | +36.3% | -7.6% |
| 6M | -6.4% | -59.7% | +53.3% | -4.4% |
| YTD | -17.2% | -62.7% | +45.5% | -15.3% |
| 1Y | -22.0% | -56.1% | +34.1% | -20.6% |
| 3Y | +296.7% | +21.3% | +275.4% | +282.4% |
| 5Y | +637.6% | -66.0% | +703.6% | +648.1% |
| All | +773.5% | -61.4% | +834.8% | +751.1% |
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