+52.0%
STT vs ALHC
-51.4%
+103.5%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +10.1% | -8.0% | +1.6% |
| 7D | -0.1% | -0.5% | +0.4% | -0.1% |
| 30D | -1.7% | -4.2% | +2.6% | -1.6% |
| 3M | -6.4% | -39.8% | +33.4% | -4.0% |
| 6M | +17.7% | -57.7% | +75.4% | +23.4% |
| YTD | +36.9% | -58.8% | +95.7% | +41.7% |
| 1Y | +52.0% | -52.4% | +104.4% | +53.7% |
| All | +52.0% | -51.4% | +103.5% | +53.7% |
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 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