+14.0%
VZ vs ALHC
-59.6%
+73.7%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.4% | +0.6% |
| 7D | +0.9% | -5.5% | +6.5% | +1.1% |
| 30D | +8.9% | -4.9% | +13.9% | +9.0% |
| 3M | +0.1% | -41.7% | +41.9% | +1.0% |
| 6M | +1.9% | -55.2% | +57.1% | +2.9% |
| YTD | +22.0% | -61.1% | +83.1% | +23.5% |
| 1Y | +22.1% | -53.3% | +75.5% | +23.0% |
| 3Y | +58.7% | +28.2% | +30.5% | +54.4% |
| 5Y | +22.3% | -65.8% | +88.1% | +18.2% |
| All | +14.0% | -59.6% | +73.7% | +9.8% |
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 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