+53.8%
SITM vs ALHC
-54.5%
+108.4%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.0% | -0.2% |
| 7D | +32.5% | -0.8% | +33.3% | +32.6% |
| 30D | -18.8% | -9.6% | -9.2% | -18.1% |
| 3M | -30.9% | -44.5% | +13.7% | -27.8% |
| 6M | -44.5% | -59.2% | +14.7% | -40.8% |
| YTD | +33.2% | -62.0% | +95.3% | +34.7% |
| 1Y | +53.8% | -54.8% | +108.7% | +39.8% |
| All | +53.8% | -54.5% | +108.4% | +39.8% |
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