+11.8%
VZ vs ALHC
-61.5%
+73.3%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.9% | +2.0% | -0.9% |
| 7D | +2.1% | +1.0% | +1.2% | +2.1% |
| 30D | +1.4% | -14.2% | +15.5% | +1.7% |
| 3M | -1.3% | -45.1% | +43.9% | -0.3% |
| 6M | -0.5% | -59.5% | +59.0% | +0.7% |
| YTD | +19.6% | -62.8% | +82.5% | +21.2% |
| 1Y | +22.4% | -55.5% | +77.9% | +23.4% |
| 3Y | +55.9% | +25.7% | +30.2% | +51.7% |
| 5Y | +20.4% | -66.8% | +87.2% | +16.5% |
| All | +11.8% | -61.5% | +73.3% | +7.8% |
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