+135.5%
SHOP vs ALHC
+25.0%
+110.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.5% | +0.8% | -1.5% |
| 7D | +2.1% | -0.8% | +2.9% | +2.1% |
| 30D | -16.8% | -9.6% | -7.2% | -16.3% |
| 3M | -2.4% | -44.5% | +42.1% | +1.2% |
| 6M | +47.0% | -59.2% | +106.2% | +55.0% |
| YTD | -8.8% | -62.0% | +53.2% | -3.8% |
| 1Y | -6.3% | -54.8% | +48.6% | -2.6% |
| All | +135.5% | +25.0% | +110.5% | +99.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling