+146.3%
ALHC vs SHAK
-3.6%
+149.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -6.5% | +3.3% | -2.3% |
| 7D | -4.1% | -7.2% | +3.1% | -3.2% |
| 30D | -5.4% | -11.8% | +6.4% | -3.9% |
| 3M | -32.1% | +17.2% | -49.3% | -33.8% |
| 6M | -28.5% | -34.1% | +5.7% | -25.4% |
| YTD | -34.0% | -22.4% | -11.7% | -32.5% |
| 1Y | -20.9% | -35.9% | +15.0% | -17.6% |
| All | +146.3% | -3.6% | +149.9% | +114.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling