+97.4%
VTR vs ALHC
-60.6%
+158.1%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.6% | -0.7% |
| 7D | +0.7% | -0.8% | +1.5% | +0.7% |
| 30D | +6.9% | -9.6% | +16.6% | +7.4% |
| 3M | +1.3% | -44.5% | +45.9% | +4.2% |
| 6M | +2.5% | -59.2% | +61.7% | +6.5% |
| YTD | +18.0% | -62.0% | +80.0% | +22.8% |
| 1Y | +19.5% | -54.8% | +74.3% | +23.1% |
| 3Y | +130.2% | +25.0% | +105.2% | +117.9% |
| 5Y | +93.8% | -65.3% | +159.2% | +89.4% |
| All | +97.4% | -60.6% | +158.1% | +93.2% |
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