+190.2%
SHEL vs ALHC
-30.5%
+220.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.6% | +3.1% | +2.6% |
| 7D | +1.9% | -1.0% | +2.9% | +1.9% |
| 30D | +8.7% | -6.3% | +15.0% | +8.7% |
| 3M | +11.0% | -12.3% | +23.3% | +10.9% |
| 6M | +14.6% | -27.0% | +41.6% | +14.6% |
| YTD | +33.3% | -31.8% | +65.1% | +33.3% |
| 1Y | +37.9% | -17.0% | +54.9% | +37.6% |
| 3Y | +69.7% | +159.8% | -90.1% | +64.4% |
| 5Y | +190.2% | -25.1% | +215.3% | +193.8% |
| All | +190.2% | -30.5% | +220.6% | +193.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling