-64.5%
STLA vs ALHC
-61.8%
-2.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.7% | -0.2% |
| 7D | -6.4% | +3.9% | -10.2% | -6.5% |
| 30D | -1.3% | -3.6% | +2.3% | -1.2% |
| 3M | -19.9% | -49.4% | +29.5% | -17.9% |
| 6M | -42.9% | -59.5% | +16.6% | -41.2% |
| YTD | -59.4% | -63.2% | +3.8% | -58.2% |
| 1Y | -56.8% | -55.5% | -1.4% | -56.0% |
| 3Y | -73.1% | +23.0% | -96.1% | -75.1% |
| 5Y | -70.1% | -65.7% | -4.4% | -70.8% |
| All | -64.5% | -61.8% | -2.7% | -66.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling