-64.4%
STLA vs ALHC
-61.5%
-3.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.9% | +2.7% | -0.1% |
| 7D | -4.5% | +1.0% | -5.5% | -4.6% |
| 30D | -3.9% | -14.2% | +10.2% | -3.3% |
| 3M | -20.2% | -45.1% | +25.0% | -18.4% |
| 6M | -42.2% | -59.5% | +17.4% | -40.4% |
| YTD | -59.3% | -62.8% | +3.5% | -58.1% |
| 1Y | -56.1% | -55.5% | -0.6% | -55.2% |
| 3Y | -73.7% | +25.7% | -99.3% | -75.7% |
| 5Y | -70.3% | -66.8% | -3.5% | -70.9% |
| All | -64.4% | -61.5% | -3.0% | -66.4% |
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