+95.7%
VTR vs ALHC
-31.6%
+127.3%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.2% | +2.6% | -0.4% |
| 7D | -2.9% | -4.1% | +1.2% | -2.7% |
| 30D | -2.8% | -5.4% | +2.6% | -2.5% |
| 3M | +9.0% | -32.1% | +41.1% | +11.0% |
| 6M | +5.0% | -28.5% | +33.4% | +6.1% |
| YTD | +16.9% | -34.0% | +51.0% | +18.5% |
| 1Y | +34.3% | -20.9% | +55.2% | +34.6% |
| 3Y | +131.6% | +151.5% | -20.0% | +110.9% |
| 5Y | +88.0% | -28.8% | +116.8% | +78.4% |
| All | +95.7% | -31.6% | +127.3% | +86.5% |
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