-64.6%
STLA vs ALHC
+136.3%
-200.9%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -25.4% |
| YTD | -48.9% | -31.4% | -17.5% | -48.9% |
| 1Y | -38.8% | -16.9% | -21.8% | -38.9% |
| All | -64.6% | +136.3% | -200.9% | -67.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling