+1,236.4%
STRL vs ALHC
-61.8%
+1,298.3%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | -1.0% | +15.9% | +15.0% |
| 7D | -13.3% | +3.9% | -17.2% | -13.7% |
| 30D | -43.3% | -3.6% | -39.7% | -43.3% |
| 3M | -46.9% | -49.4% | +2.5% | -44.7% |
| 6M | -65.6% | -59.5% | -6.1% | -63.9% |
| YTD | -5.1% | -63.2% | +58.1% | -0.4% |
| 1Y | -23.1% | -55.5% | +32.4% | -20.7% |
| 3Y | +346.8% | +23.0% | +323.8% | +305.9% |
| 5Y | +907.2% | -65.7% | +972.9% | +846.0% |
| All | +1,236.4% | -61.8% | +1,298.3% | +1,076.7% |
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