+13.5%
STM vs ALHC
+16.3%
-2.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -14.3% |
| 3M | -20.5% | -49.4% | +28.9% | -19.3% |
| 6M | -24.5% | -59.5% | +34.9% | -23.0% |
| YTD | +72.7% | -63.2% | +135.9% | +75.8% |
| 1Y | +91.0% | -55.5% | +146.5% | +93.4% |
| 3Y | +13.5% | +23.0% | -9.5% | +2.9% |
| All | +13.5% | +16.3% | -2.8% | +2.9% |
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