+4.9%
STM vs ALHC
+21.9%
-17.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.9% | +7.3% | +4.5% |
| 7D | -10.7% | +1.0% | -11.7% | -10.7% |
| 30D | -25.7% | -14.2% | -11.6% | -25.4% |
| 3M | -21.6% | -45.1% | +23.6% | -20.5% |
| 6M | -27.8% | -59.5% | +31.7% | -26.3% |
| YTD | +61.8% | -62.8% | +124.6% | +64.7% |
| 1Y | +78.1% | -55.5% | +133.6% | +80.3% |
| 3Y | +4.9% | +25.7% | -20.8% | -4.6% |
| All | +4.9% | +21.9% | -17.0% | -4.6% |
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