-27.2%
ALHC vs SHAK
-45.7%
+18.6%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.2% | -4.3% | -2.0% |
| 7D | -6.9% | -8.3% | +1.4% | -4.8% |
| 30D | -6.7% | -12.6% | +5.9% | -3.5% |
| 3M | -37.7% | +9.1% | -46.8% | -39.7% |
| 6M | -30.0% | -31.2% | +1.3% | -24.7% |
| YTD | -36.2% | -21.6% | -14.6% | -34.1% |
| 1Y | -22.9% | -38.8% | +15.9% | -15.1% |
| 3Y | +138.4% | +0.6% | +137.8% | +94.7% |
| 5Y | -32.8% | -22.5% | -10.3% | -43.2% |
| All | -27.2% | -45.7% | +18.6% | -31.0% |
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