+102.7%
SLB vs ALHC
-59.6%
+162.4%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.3% | +1.9% | +2.1% |
| 7D | -1.2% | -5.5% | +4.4% | -1.1% |
| 30D | +4.5% | -4.9% | +9.4% | +4.5% |
| 3M | -4.6% | -41.7% | +37.2% | -3.9% |
| 6M | -6.3% | -55.2% | +48.9% | -5.5% |
| YTD | +35.0% | -61.1% | +96.0% | +36.4% |
| 1Y | +38.8% | -53.3% | +92.1% | +39.6% |
| 3Y | +3.3% | +28.2% | -24.9% | -0.5% |
| 5Y | +73.6% | -65.8% | +139.4% | +73.3% |
| All | +102.7% | -59.6% | +162.4% | +89.4% |
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