+182.6%
STT vs AHR
+360.2%
-177.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.4% |
| 7D | -1.4% | -3.0% | +1.7% | -0.8% |
| 30D | +2.2% | +2.6% | -0.4% | +1.6% |
| 3M | +18.8% | +16.0% | +2.8% | +14.3% |
| 6M | +57.9% | +3.1% | +54.8% | +56.1% |
| YTD | +51.0% | +16.0% | +35.0% | +44.2% |
| 1Y | +77.1% | +28.0% | +49.2% | +63.5% |
| All | +182.6% | +360.2% | -177.6% | +79.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AHR.
Daily Out/Under-Performance
Portfolio return minus AHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AHR 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 5y: compounded portfolio wealth divided by compounded AHR 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…
5y analysis · Full analysis span regression · 6 months rolling