+180.2%
CAH vs GH
+378.9%
-198.7%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.3% |
| 7D | -2.2% | -0.2% | -2.1% | -2.2% |
| 30D | +1.2% | -2.6% | +3.8% | +1.3% |
| 3M | +13.1% | +25.1% | -12.0% | +11.2% |
| 6M | +8.5% | +78.5% | -70.0% | +3.7% |
| YTD | +17.6% | +59.4% | -41.8% | +13.3% |
| 1Y | +60.7% | +173.9% | -113.2% | +49.5% |
| All | +180.2% | +378.9% | -198.7% | +158.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 3y: compounded portfolio wealth divided by compounded GH 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…
3y analysis · Full analysis span regression · 6 months rolling