+130.8%
SLB vs ALHC
-33.5%
+164.3%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +0.8% | -0.6% | +1.4% | +0.8% |
| 30D | +15.8% | -1.0% | +16.8% | +15.8% |
| 3M | -0.3% | -10.2% | +9.8% | -0.7% |
| 6M | +21.3% | -28.3% | +49.6% | +21.6% |
| YTD | +52.3% | -31.4% | +83.7% | +52.6% |
| 1Y | +63.6% | -16.9% | +80.5% | +63.1% |
| 3Y | +3.8% | +135.5% | -131.7% | -1.3% |
| All | +130.8% | -33.5% | +164.3% | +129.9% |
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