-4.9%
SHOP vs ALHC
-51.4%
+46.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +10.1% | -2.8% | +6.7% |
| 7D | -9.0% | -0.5% | -8.5% | -9.0% |
| 30D | -4.4% | -4.2% | -0.2% | -4.4% |
| 3M | +24.1% | -39.8% | +63.9% | +27.4% |
| 6M | +20.0% | -57.7% | +77.7% | +28.3% |
| YTD | -4.9% | -58.8% | +53.9% | -2.3% |
| 1Y | -4.9% | -52.4% | +47.5% | -9.9% |
| All | -4.9% | -51.4% | +46.5% | -9.9% |
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 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