+69.7%
SHEL vs ALHC
+141.7%
-71.9%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.6% | +3.1% | +2.5% |
| 7D | +1.9% | -1.0% | +2.9% | +1.9% |
| 30D | +8.7% | -6.3% | +15.0% | +8.6% |
| 3M | +11.0% | -12.3% | +23.3% | +10.8% |
| 6M | +14.6% | -27.0% | +41.6% | +14.4% |
| YTD | +33.3% | -31.8% | +65.1% | +32.9% |
| 1Y | +37.9% | -17.0% | +54.9% | +37.5% |
| 3Y | +69.7% | +159.8% | -90.1% | +65.9% |
| All | +69.7% | +141.7% | -71.9% | +65.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling