+265.1%
GE vs ALHC
+25.0%
+240.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.5% | -1.0% | -3.4% |
| 7D | +5.1% | -0.8% | +5.9% | +5.2% |
| 30D | +7.6% | -9.6% | +17.2% | +7.9% |
| 3M | -9.3% | -44.5% | +35.2% | -7.6% |
| 6M | +11.5% | -59.2% | +70.7% | +14.3% |
| YTD | +7.9% | -62.0% | +69.9% | +10.6% |
| 1Y | +7.6% | -54.8% | +62.5% | +10.2% |
| All | +265.1% | +25.0% | +240.1% | +284.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling