+89.4%
STM vs ALHC
-55.2%
+144.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -1.0% | +7.7% | +6.8% |
| 7D | -5.6% | +3.9% | -9.4% | -5.6% |
| 30D | -14.4% | -3.6% | -10.8% | -14.2% |
| 3M | -20.5% | -49.4% | +28.9% | -18.8% |
| 6M | -24.5% | -59.5% | +34.9% | -21.6% |
| YTD | +72.7% | -63.2% | +135.9% | +69.2% |
| All | +89.4% | -55.2% | +144.6% | +74.3% |
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