+43.9%
VTRS vs ALHC
-31.6%
+75.5%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.2% | +2.5% | -0.5% |
| 7D | -3.5% | -4.1% | +0.7% | -3.3% |
| 30D | +2.1% | -5.4% | +7.6% | +2.4% |
| 3M | +2.6% | -32.1% | +34.8% | +4.2% |
| 6M | +17.8% | -28.5% | +46.2% | +18.8% |
| YTD | +35.7% | -34.0% | +69.7% | +37.1% |
| 1Y | +63.5% | -20.9% | +84.4% | +63.5% |
| 3Y | +85.1% | +151.5% | -66.4% | +65.2% |
| 5Y | +42.5% | -28.8% | +71.3% | +27.3% |
| All | +43.9% | -31.6% | +75.5% | +21.6% |
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