+128.8%
SLB vs ALHC
-28.9%
+157.7%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +52.7% |
| 1Y | +63.6% | -16.9% | +80.5% | +63.1% |
| 3Y | +3.8% | +135.5% | -131.7% | -1.3% |
| 5Y | +128.6% | -33.6% | +162.3% | +126.2% |
| All | +128.8% | -28.9% | +157.7% | +112.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling