-52.6%
STLA vs ALHC
-51.4%
-1.2%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +10.1% | -6.4% | +3.6% |
| 7D | -0.6% | -0.5% | -0.2% | -0.6% |
| 30D | +3.6% | -4.2% | +7.8% | +3.6% |
| 3M | -20.6% | -39.8% | +19.1% | -20.4% |
| 6M | -34.3% | -57.7% | +23.4% | -33.6% |
| YTD | -57.3% | -58.8% | +1.5% | -59.7% |
| 1Y | -52.6% | -52.4% | -0.3% | -59.2% |
| All | -52.6% | -51.4% | -1.2% | -59.2% |
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 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