+443.4%
GE vs ALHC
-59.6%
+503.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.2% | +1.4% |
| 7D | +4.0% | -5.5% | +9.6% | +4.4% |
| 30D | +11.1% | -4.9% | +16.0% | +11.3% |
| 3M | -6.7% | -41.7% | +35.0% | -4.2% |
| 6M | +14.3% | -55.2% | +69.5% | +18.4% |
| YTD | +11.7% | -61.1% | +72.8% | +16.4% |
| 1Y | +10.9% | -53.3% | +64.2% | +14.4% |
| 3Y | +279.0% | +28.2% | +250.8% | +260.3% |
| 5Y | +427.0% | -65.8% | +492.8% | +421.9% |
| All | +443.4% | -59.6% | +503.1% | +423.1% |
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