+672.3%
STX vs ALHC
-59.7%
+732.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.5% | -6.4% | -1.2% |
| 7D | -17.3% | +3.8% | -21.1% | -17.4% |
| 30D | -35.9% | +1.7% | -37.6% | -36.0% |
| 3M | -37.3% | -44.3% | +7.0% | -35.3% |
| 6M | -35.8% | -57.2% | +21.4% | -33.2% |
| YTD | +82.7% | -61.2% | +143.9% | +90.8% |
| 1Y | +71.6% | -53.2% | +124.8% | +77.1% |
| 3Y | +635.3% | +27.8% | +607.4% | +572.7% |
| 5Y | +483.8% | -65.4% | +549.2% | +475.3% |
| All | +672.3% | -59.7% | +732.1% | +620.3% |
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 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