+141.8%
STT vs ALHC
-59.6%
+201.4%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.5% |
| 7D | +0.4% | -5.5% | +6.0% | +0.9% |
| 30D | -0.4% | -4.9% | +4.5% | -0.1% |
| 3M | -6.5% | -41.7% | +35.3% | -3.2% |
| 6M | +17.2% | -55.2% | +72.4% | +22.5% |
| YTD | +38.2% | -61.1% | +99.3% | +45.6% |
| 1Y | +49.3% | -53.3% | +102.6% | +55.0% |
| 3Y | +181.9% | +28.2% | +153.8% | +158.6% |
| 5Y | +106.9% | -65.8% | +172.7% | +97.4% |
| All | +141.8% | -59.6% | +201.4% | +122.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling