+1,206.6%
STX vs ALHC
-28.9%
+1,235.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | 0.0% | +6.4% | +6.3% |
| 7D | +2.4% | -0.6% | +2.9% | +2.4% |
| 30D | +1.4% | -1.0% | +2.4% | +1.4% |
| 3M | -8.2% | -10.2% | +1.9% | -8.2% |
| 6M | +127.0% | -28.3% | +155.3% | +129.2% |
| YTD | +209.1% | -31.4% | +240.6% | +213.2% |
| 1Y | +365.4% | -16.9% | +382.4% | +365.3% |
| 3Y | +1,135.4% | +135.5% | +999.9% | +984.8% |
| 5Y | +991.5% | -33.6% | +1,025.1% | +936.7% |
| All | +1,206.6% | -28.9% | +1,235.5% | +1,082.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling