+39.8%
SHOP vs ALHC
-61.5%
+101.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.9% | +6.5% | +4.2% |
| 7D | -5.4% | +1.0% | -6.4% | -5.8% |
| 30D | -10.3% | -14.2% | +3.8% | -7.8% |
| 3M | +1.0% | -45.1% | +46.1% | +13.2% |
| 6M | +41.2% | -59.5% | +100.8% | +64.6% |
| YTD | -7.5% | -62.8% | +55.3% | +8.6% |
| 1Y | -4.6% | -55.5% | +50.9% | +6.6% |
| 3Y | +146.4% | +25.7% | +120.7% | +74.9% |
| 5Y | -2.5% | -66.8% | +64.2% | -8.4% |
| All | +39.8% | -61.5% | +101.3% | +20.1% |
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