+588.0%
STX vs ALHC
+21.9%
+566.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.9% | +1.7% | -1.1% |
| 7D | -28.5% | +1.0% | -29.4% | -28.4% |
| 30D | -42.9% | -14.2% | -28.8% | -42.7% |
| 3M | -45.9% | -45.1% | -0.8% | -45.4% |
| 6M | -41.3% | -59.5% | +18.2% | -40.4% |
| YTD | +67.9% | -62.8% | +130.8% | +70.6% |
| 1Y | +66.5% | -55.5% | +122.0% | +69.1% |
| 3Y | +588.0% | +25.7% | +562.3% | +559.1% |
| All | +588.0% | +21.9% | +566.0% | +559.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling