+25.9%
SHOP vs ALHC
-29.3%
+55.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -0.6% | -7.0% | -7.4% |
| 7D | -4.1% | -1.0% | -3.1% | -3.9% |
| 30D | -11.5% | -6.3% | -5.2% | -10.4% |
| 3M | +21.1% | -12.3% | +33.4% | +21.4% |
| 6M | +3.0% | -27.0% | +30.0% | +6.3% |
| YTD | -16.7% | -31.8% | +15.2% | -13.0% |
| 1Y | -8.3% | -17.0% | +8.7% | -9.3% |
| 3Y | +112.8% | +159.8% | -47.0% | +24.3% |
| 5Y | -9.3% | -25.1% | +15.9% | -28.2% |
| All | +25.9% | -29.3% | +55.2% | -3.8% |
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 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