+139.1%
STLD vs ALHC
+136.3%
+2.8%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | +3.1% | -0.6% | +3.7% | +3.2% |
| 30D | -9.0% | -1.0% | -8.0% | -9.0% |
| 3M | -12.4% | -10.2% | -2.2% | -12.7% |
| 6M | +25.5% | -28.3% | +53.8% | +26.4% |
| YTD | +43.6% | -31.4% | +75.1% | +44.7% |
| 1Y | +87.2% | -16.9% | +104.1% | +86.2% |
| All | +139.1% | +136.3% | +2.8% | +118.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling