-39.8%
STZ vs ALHC
-28.9%
-10.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -13.5% |
| YTD | -5.1% | -31.4% | +26.3% | -4.5% |
| 1Y | -9.6% | -16.9% | +7.4% | -9.8% |
| 3Y | -47.2% | +135.5% | -182.7% | -51.0% |
| 5Y | -33.6% | -33.6% | 0.0% | -36.9% |
| All | -39.8% | -28.9% | -10.9% | -42.2% |
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