+430.2%
GE vs ALHC
-29.3%
+459.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.6% |
| 7D | +1.2% | -1.0% | +2.1% | +1.2% |
| 30D | -9.5% | -6.3% | -3.2% | -9.2% |
| 3M | +4.1% | -12.3% | +16.4% | +4.4% |
| 6M | +3.9% | -27.0% | +30.9% | +5.0% |
| YTD | +9.0% | -31.8% | +40.9% | +10.4% |
| 1Y | +21.9% | -17.0% | +39.0% | +22.1% |
| 3Y | +281.8% | +159.8% | +121.9% | +247.7% |
| 5Y | +436.7% | -25.1% | +461.9% | +411.6% |
| All | +430.2% | -29.3% | +459.6% | +396.2% |
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