+13.5%
VZ vs ALHC
-61.4%
+74.8%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.5% | -0.4% |
| 7D | +1.5% | +0.3% | +1.2% | +1.5% |
| 30D | +4.4% | -10.6% | +14.9% | +4.6% |
| 3M | -2.4% | -45.3% | +43.0% | -1.4% |
| 6M | +1.4% | -59.7% | +61.1% | +2.7% |
| YTD | +21.4% | -62.7% | +84.1% | +22.9% |
| 1Y | +20.3% | -56.1% | +76.4% | +21.3% |
| 3Y | +57.4% | +21.3% | +36.1% | +53.4% |
| 5Y | +21.9% | -66.0% | +87.9% | +18.0% |
| All | +13.5% | -61.4% | +74.8% | +9.3% |
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