+413.9%
STLD vs ALHC
-60.6%
+474.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.7% | -0.6% |
| 7D | +6.9% | -0.8% | +7.6% | +6.9% |
| 30D | -1.5% | -9.6% | +8.2% | -0.8% |
| 3M | -9.7% | -44.5% | +34.8% | -6.2% |
| 6M | +2.3% | -59.2% | +61.5% | +7.7% |
| YTD | +41.0% | -62.0% | +103.0% | +48.6% |
| 1Y | +51.8% | -54.8% | +106.6% | +57.4% |
| 3Y | +126.4% | +25.0% | +101.4% | +106.2% |
| 5Y | +285.7% | -65.3% | +351.0% | +254.6% |
| All | +413.9% | -60.6% | +474.5% | +349.8% |
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