+44.4%
SITM vs ALHC
-51.4%
+95.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +10.1% | -19.5% | -10.0% |
| 7D | -19.5% | -0.5% | -19.0% | -19.5% |
| 30D | -43.2% | -4.2% | -39.0% | -43.0% |
| 3M | -30.8% | -39.8% | +9.0% | -28.9% |
| 6M | -28.6% | -57.7% | +29.2% | -24.8% |
| YTD | +14.2% | -58.8% | +73.0% | +17.1% |
| 1Y | +44.4% | -52.4% | +96.8% | +46.0% |
| All | +44.4% | -51.4% | +95.8% | +46.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling