+1,244.3%
STRL vs ALHC
-61.4%
+1,305.7%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.9% | -1.2% | -2.9% |
| 7D | +15.7% | +0.3% | +15.4% | +15.6% |
| 30D | -35.5% | -10.6% | -24.9% | -35.1% |
| 3M | -47.1% | -45.3% | -1.8% | -45.3% |
| 6M | -65.8% | -59.7% | -6.1% | -64.1% |
| YTD | -4.5% | -62.7% | +58.2% | +0.1% |
| 1Y | -10.5% | -56.1% | +45.6% | -7.6% |
| 3Y | +340.6% | +21.3% | +319.4% | +300.8% |
| 5Y | +911.0% | -66.0% | +977.0% | +849.2% |
| All | +1,244.3% | -61.4% | +1,305.7% | +1,082.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling