+227.8%
STRL vs ALHC
+25.6%
+202.3%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -7.1% | -6.7% | -13.7% |
| 7D | -34.6% | -6.2% | -28.4% | -34.4% |
| 30D | -56.7% | -9.7% | -47.0% | -56.5% |
| 3M | -54.4% | -44.7% | -9.7% | -53.6% |
| 6M | -69.7% | -58.7% | -11.0% | -68.8% |
| YTD | -20.2% | -61.7% | +41.5% | -18.1% |
| 1Y | -40.6% | -55.7% | +15.1% | -39.8% |
| All | +227.8% | +25.6% | +202.3% | +240.1% |
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