+138.6%
SITM vs ALHC
-19.3%
+157.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.2% | +1.7% | -1.3% |
| 7D | +3.7% | -4.1% | +7.8% | +4.0% |
| 30D | -14.5% | -5.4% | -9.1% | -14.2% |
| 3M | -10.6% | -32.1% | +21.6% | -8.5% |
| 6M | +65.5% | -28.5% | +94.0% | +66.4% |
| YTD | +67.0% | -34.0% | +101.0% | +66.4% |
| 1Y | +138.6% | -20.9% | +159.5% | +132.4% |
| All | +138.6% | -19.3% | +157.9% | +132.4% |
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