+435.8%
GE vs ALHC
-59.7%
+495.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.5% | -4.8% | +0.4% |
| 7D | +5.4% | +3.8% | +1.6% | +5.1% |
| 30D | +9.6% | +1.7% | +8.0% | +9.5% |
| 3M | -7.7% | -44.3% | +36.6% | -5.0% |
| 6M | +14.0% | -57.2% | +71.3% | +18.5% |
| YTD | +10.2% | -61.2% | +71.3% | +14.8% |
| 1Y | +8.9% | -53.2% | +62.1% | +12.3% |
| 3Y | +273.7% | +27.8% | +245.8% | +255.2% |
| 5Y | +410.2% | -65.4% | +475.6% | +405.1% |
| All | +435.8% | -59.7% | +495.5% | +415.8% |
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