+258.8%
STLD vs ALHC
-64.2%
+323.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.9% | +3.4% | +0.7% |
| 7D | -11.1% | +1.0% | -12.1% | -11.2% |
| 30D | -4.8% | -14.2% | +9.4% | -3.8% |
| 3M | -14.6% | -45.1% | +30.6% | -10.8% |
| 6M | -7.4% | -59.5% | +52.1% | -2.0% |
| YTD | +32.6% | -62.8% | +95.4% | +40.8% |
| 1Y | +47.3% | -55.5% | +102.8% | +53.5% |
| 3Y | +107.5% | +25.7% | +81.9% | +84.8% |
| All | +258.8% | -64.2% | +323.0% | +219.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling