+132.0%
VTR vs ALHC
+30.0%
+102.0%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.5% | -4.6% | +0.7% |
| 7D | +3.8% | +3.8% | 0.0% | +3.6% |
| 30D | +10.1% | +1.7% | +8.5% | +9.9% |
| 3M | -1.2% | -44.3% | +43.2% | +1.2% |
| 6M | +4.8% | -57.2% | +62.0% | +7.8% |
| YTD | +18.9% | -61.2% | +80.1% | +22.5% |
| 1Y | +21.8% | -53.2% | +75.0% | +24.8% |
| 3Y | +132.0% | +27.8% | +104.1% | +115.4% |
| All | +132.0% | +30.0% | +102.0% | +115.4% |
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