-21.8%
ALHC vs SHAK
-40.8%
+19.1%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.2% | -0.1% |
| 7D | -0.6% | -0.7% | +0.1% | -0.4% |
| 30D | -1.0% | -6.6% | +5.6% | +0.7% |
| 3M | -10.2% | +30.1% | -40.2% | -17.0% |
| 6M | -28.3% | -28.7% | +0.5% | -23.5% |
| YTD | -31.4% | -14.5% | -16.9% | -30.8% |
| 1Y | -16.9% | -31.9% | +14.9% | -11.2% |
| 3Y | +135.5% | -1.0% | +136.4% | +96.3% |
| 5Y | -33.6% | -18.7% | -14.9% | -44.7% |
| All | -21.8% | -40.8% | +19.1% | -27.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling