+411.8%
STLD vs ALHC
-59.7%
+471.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +5.5% | -1.7% | +3.4% |
| 7D | -4.7% | +3.8% | -8.4% | -4.9% |
| 30D | -0.9% | +1.7% | -2.6% | -1.2% |
| 3M | -11.9% | -44.3% | +32.5% | -8.5% |
| 6M | +0.9% | -57.2% | +58.1% | +5.8% |
| YTD | +40.4% | -61.2% | +101.6% | +47.8% |
| 1Y | +56.6% | -53.2% | +109.7% | +61.9% |
| 3Y | +125.5% | +27.8% | +97.6% | +105.0% |
| 5Y | +292.8% | -65.4% | +358.2% | +260.4% |
| All | +411.8% | -59.7% | +471.5% | +347.2% |
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