+165.0%
STT vs ALHC
-29.3%
+194.3%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.2% |
| 7D | +2.2% | -1.0% | +3.1% | +2.3% |
| 30D | +3.9% | -6.3% | +10.2% | +4.4% |
| 3M | +19.2% | -12.3% | +31.5% | +19.4% |
| 6M | +60.4% | -27.0% | +87.4% | +62.3% |
| YTD | +51.5% | -31.8% | +83.3% | +53.9% |
| 1Y | +76.3% | -17.0% | +93.3% | +76.2% |
| 3Y | +200.7% | +159.8% | +40.9% | +160.7% |
| 5Y | +157.5% | -25.1% | +182.6% | +136.2% |
| All | +165.0% | -29.3% | +194.3% | +135.5% |
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