+280.4%
GE vs ALHC
+136.3%
+144.1%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | -1.6% | -0.6% | -1.0% | -1.6% |
| 30D | -11.6% | -1.0% | -10.5% | -11.6% |
| 3M | +3.0% | -10.2% | +13.2% | +3.2% |
| 6M | -0.5% | -28.3% | +27.8% | +0.2% |
| YTD | +9.7% | -31.4% | +41.2% | +10.6% |
| 1Y | +20.0% | -16.9% | +37.0% | +20.5% |
| All | +280.4% | +136.3% | +144.1% | +270.2% |
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 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