+94.7%
VTR vs ALHC
-63.9%
+158.5%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.5% | -4.6% | +0.6% |
| 7D | +3.8% | +3.8% | 0.0% | +3.5% |
| 30D | +10.1% | +1.7% | +8.5% | +9.9% |
| 3M | -1.2% | -44.3% | +43.2% | +1.8% |
| 6M | +4.8% | -57.2% | +62.0% | +8.8% |
| YTD | +18.9% | -61.2% | +80.1% | +23.8% |
| 1Y | +21.8% | -53.2% | +75.0% | +25.5% |
| 3Y | +132.0% | +27.8% | +104.1% | +117.9% |
| 5Y | +94.7% | -65.4% | +160.0% | +98.5% |
| All | +94.7% | -63.9% | +158.5% | +98.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling