+44.0%
VTRS vs ALHC
-33.8%
+77.8%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +0.9% |
| 7D | -2.2% | -6.9% | +4.7% | -1.8% |
| 30D | +3.3% | -6.7% | +10.0% | +3.7% |
| 3M | +2.0% | -37.7% | +39.7% | +4.0% |
| 6M | +19.9% | -30.0% | +49.9% | +21.1% |
| YTD | +35.7% | -36.2% | +71.9% | +37.4% |
| 1Y | +68.1% | -22.9% | +91.0% | +68.3% |
| 3Y | +87.1% | +138.4% | -51.3% | +67.5% |
| 5Y | +47.6% | -32.8% | +80.4% | +32.0% |
| All | +44.0% | -33.8% | +77.8% | +21.9% |
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 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