+98.6%
SLB vs ALHC
-61.5%
+160.1%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.9% | +3.5% | +0.6% |
| 7D | -7.1% | +1.0% | -8.1% | -7.1% |
| 30D | +4.1% | -14.2% | +18.2% | +4.3% |
| 3M | -2.6% | -45.1% | +42.5% | -1.8% |
| 6M | -8.6% | -59.5% | +51.0% | -7.6% |
| YTD | +32.2% | -62.8% | +95.0% | +33.7% |
| 1Y | +40.7% | -55.5% | +96.1% | +41.5% |
| 3Y | -4.5% | +25.7% | -30.2% | -8.0% |
| 5Y | +66.4% | -66.8% | +133.2% | +66.2% |
| All | +98.6% | -61.5% | +160.1% | +85.7% |
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 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