-31.6%
STZ vs ALHC
-60.3%
+28.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -7.1% | +6.5% | -0.4% |
| 7D | +11.8% | -6.2% | +18.0% | +12.0% |
| 30D | +26.0% | -9.7% | +35.6% | +26.3% |
| 3M | +11.5% | -44.7% | +56.3% | +13.7% |
| 6M | -2.0% | -58.7% | +56.7% | +0.5% |
| YTD | +7.9% | -61.7% | +69.6% | +10.7% |
| 1Y | +13.9% | -55.7% | +69.6% | +16.1% |
| 3Y | -35.8% | +25.6% | -61.4% | -39.1% |
| 5Y | -28.4% | -65.8% | +37.4% | -30.7% |
| All | -31.6% | -60.3% | +28.7% | -33.0% |
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