+429.9%
SITM vs ALHC
+141.7%
+288.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.6% | -2.1% |
| 7D | +8.4% | -1.0% | +9.3% | +8.4% |
| 30D | -17.4% | -6.3% | -11.1% | -17.2% |
| 3M | -9.8% | -12.3% | +2.5% | -9.6% |
| 6M | +83.0% | -27.0% | +110.0% | +84.5% |
| YTD | +69.6% | -31.8% | +101.4% | +71.2% |
| 1Y | +144.9% | -17.0% | +161.9% | +144.6% |
| 3Y | +429.9% | +159.8% | +270.0% | +308.2% |
| All | +429.9% | +141.7% | +288.2% | +308.2% |
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