+43.3%
SHEL vs ALHC
-51.4%
+94.7%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +10.1% | -12.4% | -1.9% |
| 7D | -3.2% | -0.5% | -2.7% | -3.1% |
| 30D | +5.5% | -4.2% | +9.8% | +5.5% |
| 3M | +14.4% | -39.8% | +54.2% | +12.4% |
| 6M | +16.2% | -57.7% | +73.9% | +13.4% |
| YTD | +42.4% | -58.8% | +101.2% | +36.9% |
| 1Y | +43.3% | -52.4% | +95.6% | +39.1% |
| All | +43.3% | -51.4% | +94.7% | +39.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling