+99.4%
STT vs ALHC
-64.2%
+163.6%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.9% | +3.1% | +0.4% |
| 7D | -2.5% | +1.0% | -3.4% | -2.6% |
| 30D | -5.0% | -14.2% | +9.2% | -4.0% |
| 3M | -10.5% | -45.1% | +34.7% | -6.6% |
| 6M | +10.0% | -59.5% | +69.6% | +16.5% |
| YTD | +30.7% | -62.8% | +93.5% | +38.9% |
| 1Y | +43.8% | -55.5% | +99.3% | +50.3% |
| 3Y | +168.1% | +25.7% | +142.4% | +141.8% |
| All | +99.4% | -64.2% | +163.6% | +95.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling