+21.5%
VZ vs ALHC
-62.4%
+84.0%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -7.1% | +7.0% | +0.1% |
| 7D | +5.6% | -6.2% | +11.8% | +5.8% |
| 30D | +1.9% | -9.7% | +11.5% | +2.1% |
| 3M | +0.8% | -44.7% | +45.5% | +1.9% |
| 6M | +0.6% | -58.7% | +59.3% | +2.0% |
| YTD | +20.8% | -61.7% | +82.5% | +22.5% |
| 1Y | +23.9% | -55.7% | +79.6% | +25.1% |
| 3Y | +55.7% | +25.6% | +30.1% | +50.5% |
| 5Y | +21.5% | -65.8% | +87.3% | +15.3% |
| All | +21.5% | -62.4% | +84.0% | +15.3% |
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 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