+168.3%
STT vs ALHC
-28.9%
+197.2%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +0.5% | -0.6% | +1.1% | +0.5% |
| 30D | +3.9% | -1.0% | +4.9% | +3.9% |
| 3M | +20.0% | -10.2% | +30.1% | +20.0% |
| 6M | +55.3% | -28.3% | +83.6% | +57.4% |
| YTD | +53.3% | -31.4% | +84.8% | +55.8% |
| 1Y | +74.7% | -16.9% | +91.6% | +74.6% |
| 3Y | +205.8% | +135.5% | +70.4% | +167.8% |
| 5Y | +145.0% | -33.6% | +178.6% | +125.5% |
| All | +168.3% | -28.9% | +197.2% | +138.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling