+132.8%
VTR vs ALHC
+141.7%
-8.8%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.1% | -0.4% |
| 7D | -2.4% | -1.0% | -1.4% | -2.3% |
| 30D | -3.7% | -6.3% | +2.6% | -3.4% |
| 3M | +13.5% | -12.3% | +25.8% | +13.7% |
| 6M | +7.2% | -27.0% | +34.2% | +7.9% |
| YTD | +17.6% | -31.8% | +49.4% | +18.6% |
| 1Y | +35.4% | -17.0% | +52.4% | +35.4% |
| 3Y | +132.8% | +159.8% | -27.0% | +101.5% |
| All | +132.8% | +141.7% | -8.8% | +101.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling