+15.6%
STZ vs ALHC
-55.7%
+71.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.9% | +2.6% | +0.8% |
| 7D | +2.6% | +0.3% | +2.3% | +2.5% |
| 30D | +15.2% | -10.6% | +25.8% | +15.5% |
| 3M | +7.6% | -45.3% | +53.0% | +9.0% |
| 6M | +5.3% | -59.7% | +65.0% | +6.0% |
| YTD | +8.6% | -62.7% | +71.4% | +10.0% |
| 1Y | +15.6% | -56.1% | +71.7% | +19.3% |
| All | +15.6% | -55.7% | +71.2% | +19.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling