-24.4%
STRL vs ALHC
-55.2%
+30.8%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | -1.0% | +15.9% | +14.9% |
| 7D | -13.3% | +3.9% | -17.2% | -13.0% |
| 30D | -43.3% | -3.6% | -39.7% | -43.2% |
| 3M | -46.9% | -49.4% | +2.5% | -48.0% |
| 6M | -65.6% | -59.5% | -6.1% | -66.1% |
| YTD | -5.1% | -63.2% | +58.1% | -9.5% |
| All | -24.4% | -55.2% | +30.8% | -32.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling