+106.6%
STLD vs ALHC
+25.6%
+81.0%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -7.1% | -0.5% | -7.3% |
| 7D | -12.5% | -6.2% | -6.3% | -12.2% |
| 30D | -6.8% | -9.7% | +2.8% | -6.5% |
| 3M | -16.4% | -44.7% | +28.4% | -14.4% |
| 6M | -6.1% | -58.7% | +52.6% | -3.3% |
| YTD | +32.0% | -61.7% | +93.7% | +36.0% |
| 1Y | +45.5% | -55.7% | +101.2% | +48.5% |
| All | +106.6% | +25.6% | +81.0% | +91.1% |
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