-74.5%
STLA vs ALHC
-66.2%
-8.2%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.8% | -1.0% |
| 7D | -13.8% | +0.3% | -14.0% | -13.8% |
| 30D | -10.5% | -10.6% | 0.0% | -10.1% |
| 3M | -28.9% | -45.3% | +16.5% | -27.3% |
| 6M | -49.7% | -59.7% | +10.0% | -48.2% |
| YTD | -64.9% | -62.7% | -2.2% | -63.9% |
| 1Y | -64.0% | -56.1% | -7.9% | -63.3% |
| 3Y | -77.4% | +21.3% | -98.7% | -79.2% |
| All | -74.5% | -66.2% | -8.2% | -72.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling