+57.4%
VZ vs ALHC
+22.7%
+34.7%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +4.5% |
| 3M | -2.4% | -45.3% | +43.0% | -2.1% |
| 6M | +1.4% | -59.7% | +61.1% | +1.5% |
| YTD | +21.4% | -62.7% | +84.1% | +21.6% |
| 1Y | +20.3% | -56.1% | +76.4% | +20.2% |
| 3Y | +57.4% | +21.3% | +36.1% | +59.1% |
| All | +57.4% | +22.7% | +34.7% | +59.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling