+97.6%
VTR vs ALHC
-28.9%
+126.5%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -1.7% | -0.6% | -1.1% | -1.6% |
| 30D | -2.4% | -1.0% | -1.4% | -2.4% |
| 3M | +14.8% | -10.2% | +24.9% | +14.8% |
| 6M | +5.3% | -28.3% | +33.6% | +6.4% |
| YTD | +18.1% | -31.4% | +49.5% | +19.4% |
| 1Y | +36.7% | -16.9% | +53.6% | +36.7% |
| 3Y | +130.1% | +135.5% | -5.4% | +110.4% |
| 5Y | +89.5% | -33.6% | +123.1% | +79.4% |
| All | +97.6% | -28.9% | +126.5% | +87.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling