+45.4%
STT vs ALHC
-55.2%
+100.5%
-14.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.0% | +4.2% | +3.3% |
| 7D | +0.9% | +3.9% | -2.9% | +0.7% |
| 30D | -2.3% | -3.6% | +1.3% | -2.1% |
| 3M | -7.5% | -49.4% | +41.9% | -4.1% |
| 6M | +14.9% | -59.5% | +74.3% | +20.2% |
| YTD | +34.9% | -63.2% | +98.1% | +40.4% |
| All | +45.4% | -55.2% | +100.5% | +46.0% |
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