+194.5%
SHEL vs ALHC
-59.6%
+254.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.6% |
| 7D | -3.9% | -5.5% | +1.6% | -3.9% |
| 30D | -3.7% | -4.9% | +1.3% | -3.7% |
| 3M | +9.1% | -41.7% | +50.8% | +9.2% |
| 6M | +16.7% | -55.2% | +71.9% | +16.8% |
| YTD | +36.8% | -61.1% | +97.9% | +37.0% |
| 1Y | +31.8% | -53.3% | +85.1% | +31.7% |
| 3Y | +67.9% | +28.2% | +39.7% | +64.1% |
| 5Y | +163.3% | -65.8% | +229.1% | +160.8% |
| All | +194.5% | -59.6% | +254.2% | +187.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling