+81.6%
VTRS vs ALHC
-61.4%
+142.9%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.9% | +2.6% | +0.8% |
| 7D | +4.6% | +0.3% | +4.3% | +4.6% |
| 30D | +19.4% | -10.6% | +30.0% | +19.9% |
| 3M | +30.8% | -45.3% | +76.1% | +34.0% |
| 6M | +21.6% | -59.7% | +81.4% | +25.8% |
| YTD | +71.2% | -62.7% | +133.9% | +77.0% |
| 1Y | +97.6% | -56.1% | +153.7% | +102.5% |
| 3Y | +163.9% | +21.3% | +142.6% | +144.5% |
| 5Y | +82.1% | -66.0% | +148.1% | +65.9% |
| All | +81.6% | -61.4% | +142.9% | +57.1% |
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