+1,062.4%
STRL vs ALHC
-61.5%
+1,123.9%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.9% | +6.4% | +3.6% |
| 7D | -26.9% | +1.0% | -27.9% | -27.0% |
| 30D | -52.7% | -14.2% | -38.5% | -52.3% |
| 3M | -52.8% | -45.1% | -7.7% | -51.2% |
| 6M | -71.5% | -59.5% | -11.9% | -70.1% |
| YTD | -17.4% | -62.8% | +45.4% | -13.4% |
| 1Y | -35.0% | -55.5% | +20.5% | -33.0% |
| 3Y | +239.2% | +25.7% | +213.5% | +207.3% |
| 5Y | +830.2% | -66.8% | +897.0% | +773.4% |
| All | +1,062.4% | -61.5% | +1,123.9% | +922.9% |
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 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