+311.5%
SITM vs ALHC
+30.0%
+281.5%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +5.5% | -8.3% | -3.0% |
| 7D | -0.1% | +3.8% | -3.9% | -0.3% |
| 30D | -27.4% | +1.7% | -29.1% | -27.5% |
| 3M | -35.6% | -44.3% | +8.8% | -33.9% |
| 6M | -46.6% | -57.2% | +10.6% | -44.8% |
| YTD | +25.8% | -61.2% | +87.0% | +30.1% |
| 1Y | +38.2% | -53.2% | +91.4% | +41.7% |
| 3Y | +311.5% | +27.8% | +283.7% | +238.4% |
| All | +311.5% | +30.0% | +281.5% | +238.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling