One exemplary embodiment can include a slurry hydrocracking process. The process can include combining one or more hydrocarbons and a slurry hydrocracking catalyst as a feed to a slurry hydrocracking reaction zone, fractionating an effluent from the slurry hydrocracking reaction zone, separating the pitch from at least a portion of the slurry hydrocracking catalyst, and recycling the suspension to the slurry hydrocracking reaction zone. The slurry hydrocracking catalyst may include a support. Fractionating the effluent may provide a light vacuum gas oil, a heavy vacuum gas oil, and a mixture comprising a pitch and the slurry hydrocracking catalyst. Generally, the separated slurry hydrocracking catalyst is comprised in a suspension.