-32.8%
STZ vs ALHC
-33.5%
+0.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -1.9% | -0.6% | -1.3% | -1.9% |
| 30D | -1.9% | -1.0% | -0.9% | -1.9% |
| 3M | -6.2% | -10.2% | +3.9% | -6.3% |
| 6M | -14.0% | -28.3% | +14.3% | -13.4% |
| YTD | -5.1% | -31.4% | +26.3% | -4.4% |
| 1Y | -9.6% | -16.9% | +7.4% | -9.8% |
| 3Y | -47.2% | +135.5% | -182.7% | -51.6% |
| All | -32.8% | -33.5% | +0.7% | -36.1% |
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 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