+335.0%
STRL vs ALHC
+30.0%
+305.0%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.5% | -5.9% | -0.6% |
| 7D | -19.8% | +3.8% | -23.6% | -19.9% |
| 30D | -43.6% | +1.7% | -45.2% | -43.5% |
| 3M | -45.2% | -44.3% | -0.9% | -44.0% |
| 6M | -65.7% | -57.2% | -8.5% | -64.6% |
| YTD | -5.4% | -61.2% | +55.7% | -2.6% |
| 1Y | -24.7% | -53.2% | +28.5% | -23.8% |
| 3Y | +335.0% | +27.8% | +307.2% | +298.1% |
| All | +335.0% | +30.0% | +305.0% | +298.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling