+679.3%
STX vs ALHC
-61.8%
+741.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -1.0% | +10.7% | +9.9% |
| 7D | -14.8% | +3.9% | -18.6% | -14.9% |
| 30D | -35.4% | -3.6% | -31.7% | -35.2% |
| 3M | -37.7% | -49.4% | +11.7% | -35.3% |
| 6M | -35.2% | -59.5% | +24.2% | -32.4% |
| YTD | +84.4% | -63.2% | +147.6% | +93.2% |
| 1Y | +82.3% | -55.5% | +137.7% | +88.6% |
| 3Y | +646.2% | +23.0% | +623.2% | +584.0% |
| 5Y | +487.4% | -65.7% | +553.1% | +478.8% |
| All | +679.3% | -61.8% | +741.1% | +629.2% |
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