+57.3%
VUG vs ALHC
-64.2%
+121.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.9% | +3.8% | +1.1% |
| 7D | -3.4% | +1.0% | -4.4% | -3.5% |
| 30D | -11.1% | -14.2% | +3.1% | -10.3% |
| 3M | -7.2% | -45.1% | +37.9% | -3.7% |
| 6M | -4.1% | -59.5% | +55.4% | +0.8% |
| YTD | +1.4% | -62.8% | +64.2% | +6.8% |
| 1Y | +1.9% | -55.5% | +57.4% | +5.6% |
| 3Y | +77.7% | +25.7% | +52.1% | +57.3% |
| All | +57.3% | -64.2% | +121.5% | +51.8% |
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