-6.1%
SHOP vs ALHC
-53.4%
+47.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.5% | +1.8% |
| 7D | -2.5% | -5.5% | +3.1% | -2.1% |
| 30D | -16.7% | -4.9% | -11.8% | -16.4% |
| 3M | -2.2% | -41.7% | +39.5% | +0.5% |
| 6M | +45.6% | -55.2% | +100.7% | +52.7% |
| YTD | -7.3% | -61.1% | +53.8% | -4.0% |
| 1Y | -6.1% | -53.3% | +47.2% | -9.7% |
| All | -6.1% | -53.4% | +47.3% | -9.7% |
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