-38.8%
STLA vs ALHC
-16.6%
-22.1%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +2.6% | -0.6% | +3.2% | +2.6% |
| 30D | -1.2% | -1.0% | -0.2% | -1.2% |
| 3M | -24.8% | -10.2% | -14.6% | -24.8% |
| 6M | -25.6% | -28.3% | +2.7% | -25.5% |
| YTD | -48.9% | -31.4% | -17.5% | -50.6% |
| 1Y | -38.8% | -16.9% | -21.8% | -41.0% |
| All | -38.8% | -16.6% | -22.1% | -41.0% |
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