+2,136.7%
STRL vs ALHC
-28.9%
+2,165.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | 0.0% | +5.8% | +5.8% |
| 7D | +3.4% | -0.6% | +4.0% | +3.4% |
| 30D | -9.2% | -1.0% | -8.2% | -9.2% |
| 3M | -51.0% | -10.2% | -40.9% | -51.0% |
| 6M | +15.8% | -28.3% | +44.1% | +17.0% |
| YTD | +58.9% | -31.4% | +90.3% | +60.9% |
| 1Y | +68.5% | -16.9% | +85.5% | +67.6% |
| 3Y | +485.2% | +135.5% | +349.7% | +408.3% |
| 5Y | +2,005.1% | -33.6% | +2,038.7% | +1,801.5% |
| All | +2,136.7% | -28.9% | +2,165.7% | +1,800.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling