+511.9%
SITM vs ALHC
-28.9%
+540.8%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | 0.0% | +6.6% | +6.6% |
| 7D | +9.7% | -0.6% | +10.3% | +9.8% |
| 30D | +12.7% | -1.0% | +13.7% | +12.8% |
| 3M | -13.4% | -10.2% | -3.3% | -13.6% |
| 6M | +59.6% | -28.3% | +87.9% | +64.1% |
| YTD | +73.3% | -31.4% | +104.7% | +78.5% |
| 1Y | +165.5% | -16.9% | +182.5% | +164.0% |
| 3Y | +368.7% | +135.5% | +233.2% | +238.1% |
| 5Y | +172.5% | -33.6% | +206.1% | +120.7% |
| All | +511.9% | -28.9% | +540.8% | +351.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling