+41.4%
STM vs ALHC
-28.9%
+70.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | +5.8% | -0.6% | +6.4% | +5.8% |
| 30D | -1.0% | -1.0% | 0.0% | -1.0% |
| 3M | -33.3% | -10.2% | -23.1% | -33.2% |
| 6M | +57.4% | -28.3% | +85.6% | +59.6% |
| YTD | +102.2% | -31.4% | +133.6% | +105.2% |
| 1Y | +99.6% | -16.9% | +116.5% | +99.1% |
| 3Y | +14.5% | +135.5% | -121.0% | -2.3% |
| 5Y | +21.4% | -33.6% | +55.0% | +10.6% |
| All | +41.4% | -28.9% | +70.3% | +22.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling