+393.2%
STLD vs ALHC
-61.8%
+455.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.0% | +3.0% | +2.2% |
| 7D | -9.7% | +3.9% | -13.5% | -10.0% |
| 30D | -4.5% | -3.6% | -0.9% | -4.4% |
| 3M | -13.1% | -49.4% | +36.3% | -9.1% |
| 6M | -2.8% | -59.5% | +56.7% | +2.4% |
| YTD | +35.3% | -63.2% | +98.5% | +43.0% |
| 1Y | +51.4% | -55.5% | +106.9% | +57.1% |
| 3Y | +117.9% | +23.0% | +94.9% | +98.6% |
| 5Y | +272.6% | -65.7% | +338.3% | +243.4% |
| All | +393.2% | -61.8% | +455.1% | +332.7% |
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