+432.0%
GE vs ALHC
-61.8%
+493.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.0% | +4.8% | +3.9% |
| 7D | +6.3% | +3.9% | +2.4% | +6.0% |
| 30D | +8.9% | -3.6% | +12.5% | +9.0% |
| 3M | -9.2% | -49.4% | +40.2% | -6.0% |
| 6M | +13.2% | -59.5% | +72.7% | +18.0% |
| YTD | +9.4% | -63.2% | +72.6% | +14.3% |
| 1Y | +9.8% | -55.5% | +65.3% | +13.5% |
| 3Y | +278.2% | +23.0% | +255.2% | +260.3% |
| 5Y | +396.0% | -65.7% | +461.7% | +391.7% |
| All | +432.0% | -61.8% | +493.9% | +413.8% |
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