+370.4%
SITM vs ALHC
-60.6%
+431.0%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.0% | -0.1% |
| 7D | +32.5% | -0.8% | +33.3% | +32.5% |
| 30D | -18.8% | -9.6% | -9.2% | -17.7% |
| 3M | -30.9% | -44.5% | +13.7% | -25.4% |
| 6M | -44.5% | -59.2% | +14.7% | -38.3% |
| YTD | +33.2% | -62.0% | +95.3% | +48.1% |
| 1Y | +53.8% | -54.8% | +108.7% | +66.0% |
| 3Y | +335.7% | +25.0% | +310.7% | +247.8% |
| 5Y | +84.6% | -65.3% | +150.0% | +62.9% |
| All | +370.4% | -60.6% | +431.0% | +274.3% |
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 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