+0.4%
STM vs ALHC
+25.6%
-25.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | -7.1% | -5.3% | -12.2% |
| 7D | -20.1% | -6.2% | -13.9% | -19.9% |
| 30D | -32.0% | -9.7% | -22.3% | -31.8% |
| 3M | -24.2% | -44.7% | +20.6% | -23.2% |
| 6M | -29.9% | -58.7% | +28.8% | -28.5% |
| YTD | +54.9% | -61.7% | +116.6% | +57.6% |
| 1Y | +68.0% | -55.7% | +123.7% | +70.1% |
| All | +0.4% | +25.6% | -25.1% | -8.7% |
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