+165.5%
SITM vs ALHC
-16.6%
+182.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | 0.0% | +6.6% | +6.6% |
| 7D | +9.7% | -0.6% | +10.3% | +9.8% |
| 30D | +12.7% | -1.0% | +13.7% | +12.7% |
| 3M | -13.4% | -10.2% | -3.3% | -13.5% |
| 6M | +59.6% | -28.3% | +87.9% | +60.3% |
| YTD | +73.3% | -31.4% | +104.7% | +72.3% |
| 1Y | +165.5% | -16.9% | +182.5% | +158.3% |
| All | +165.5% | -16.6% | +182.2% | +158.3% |
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 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