+1,291.3%
STX vs ALHC
-29.3%
+1,320.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.6% | +7.1% | +6.5% |
| 7D | +10.7% | -1.0% | +11.7% | +10.8% |
| 30D | +11.3% | -6.3% | +17.6% | +11.7% |
| 3M | +3.2% | -12.3% | +15.5% | +3.4% |
| 6M | +157.0% | -27.0% | +184.0% | +159.1% |
| YTD | +229.2% | -31.8% | +261.1% | +233.6% |
| 1Y | +381.8% | -17.0% | +398.9% | +381.7% |
| 3Y | +1,383.2% | +159.8% | +1,223.3% | +1,188.7% |
| 5Y | +1,144.9% | -25.1% | +1,170.0% | +1,068.4% |
| All | +1,291.3% | -29.3% | +1,320.7% | +1,159.2% |
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