+187.7%
SHEL vs ALHC
-31.6%
+219.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.2% | +3.5% | +0.3% |
| 7D | +3.0% | -4.1% | +7.1% | +3.0% |
| 30D | +7.2% | -5.4% | +12.7% | +7.2% |
| 3M | +12.9% | -32.1% | +45.0% | +13.0% |
| 6M | +13.7% | -28.5% | +42.2% | +13.7% |
| YTD | +33.7% | -34.0% | +67.7% | +33.7% |
| 1Y | +37.9% | -20.9% | +58.8% | +37.6% |
| 3Y | +70.2% | +151.5% | -81.3% | +65.6% |
| 5Y | +192.3% | -28.8% | +221.2% | +190.4% |
| All | +187.7% | -31.6% | +219.3% | +180.1% |
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 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