-57.5%
ALHC vs SHAK
-36.1%
-21.4%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.2% | -5.0% | -2.7% |
| 7D | +0.3% | +4.3% | -4.0% | -1.1% |
| 30D | -10.6% | +9.0% | -19.6% | -12.9% |
| 3M | -45.3% | +1.8% | -47.1% | -45.7% |
| 6M | -59.7% | +17.3% | -77.0% | -61.9% |
| YTD | -62.7% | -7.6% | -55.1% | -63.2% |
| 1Y | -56.1% | -16.9% | -39.2% | -55.4% |
| 3Y | +21.3% | +35.1% | -13.8% | -10.3% |
| 5Y | -66.0% | -11.3% | -54.7% | -72.4% |
| All | -57.5% | -36.1% | -21.4% | -61.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 SHAK 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