+105.6%
SLB vs ALHC
-61.4%
+166.9%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.9% | +3.4% | +1.5% |
| 7D | +3.5% | +0.3% | +3.2% | +3.5% |
| 30D | +6.5% | -10.6% | +17.1% | +6.7% |
| 3M | -0.2% | -45.3% | +45.1% | +0.6% |
| 6M | -5.7% | -59.7% | +54.0% | -4.7% |
| YTD | +36.8% | -62.7% | +99.6% | +38.4% |
| 1Y | +45.8% | -56.1% | +101.9% | +46.8% |
| 3Y | +3.4% | +21.3% | -17.9% | -0.3% |
| 5Y | +76.1% | -66.0% | +142.1% | +75.9% |
| All | +105.6% | -61.4% | +166.9% | +92.2% |
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