+140.8%
STT vs ALHC
-61.4%
+202.2%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.7% | 0.0% |
| 7D | +4.8% | +0.3% | +4.5% | +4.7% |
| 30D | +3.9% | -10.6% | +14.5% | +4.7% |
| 3M | -8.2% | -45.3% | +37.2% | -4.5% |
| 6M | +15.6% | -59.7% | +75.3% | +21.9% |
| YTD | +37.6% | -62.7% | +100.4% | +45.5% |
| 1Y | +50.1% | -56.1% | +106.2% | +56.6% |
| 3Y | +183.1% | +21.3% | +161.8% | +160.8% |
| 5Y | +104.8% | -66.0% | +170.8% | +96.0% |
| All | +140.8% | -61.4% | +202.2% | +122.5% |
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