-11.2%
SHOP vs ALHC
-66.2%
+55.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.1% | +0.6% |
| 7D | -1.2% | +0.3% | -1.5% | -1.4% |
| 30D | -14.7% | -10.6% | -4.2% | -12.9% |
| 3M | -7.2% | -45.3% | +38.1% | +4.2% |
| 6M | +54.2% | -59.7% | +113.9% | +80.2% |
| YTD | -8.6% | -62.7% | +54.1% | +7.3% |
| 1Y | +0.5% | -56.1% | +56.6% | +12.7% |
| 3Y | +135.9% | +21.3% | +114.7% | +64.3% |
| All | -11.2% | -66.2% | +55.0% | -6.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling