+476.2%
STX vs ALHC
-66.2%
+542.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.9% | -1.2% | -3.0% |
| 7D | +14.6% | +0.3% | +14.3% | +14.6% |
| 30D | -26.0% | -10.6% | -15.4% | -25.5% |
| 3M | -42.6% | -45.3% | +2.7% | -40.8% |
| 6M | -35.3% | -59.7% | +24.4% | -32.4% |
| YTD | +92.5% | -62.7% | +155.2% | +101.3% |
| 1Y | +102.4% | -56.1% | +158.5% | +109.5% |
| 3Y | +673.8% | +21.3% | +652.6% | +607.8% |
| All | +476.2% | -66.2% | +542.4% | +482.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling