+50.9%
STLD vs ALHC
-55.2%
+106.0%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.0% | +3.0% | +2.1% |
| 7D | -9.7% | +3.9% | -13.5% | -9.6% |
| 30D | -4.5% | -3.6% | -0.9% | -4.4% |
| 3M | -13.1% | -49.4% | +36.3% | -12.1% |
| 6M | -2.8% | -59.5% | +56.7% | -1.8% |
| YTD | +35.3% | -63.2% | +98.5% | +34.1% |
| All | +50.9% | -55.2% | +106.0% | +42.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling