+390.5%
GE vs ALHC
-64.2%
+454.7%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.9% | +5.6% | +2.9% |
| 7D | +7.1% | +1.0% | +6.1% | +7.0% |
| 30D | +6.5% | -14.2% | +20.6% | +7.3% |
| 3M | -13.6% | -45.1% | +31.6% | -10.8% |
| 6M | +6.0% | -59.5% | +65.5% | +10.6% |
| YTD | +5.4% | -62.8% | +68.2% | +10.3% |
| 1Y | +6.5% | -55.5% | +61.9% | +10.2% |
| 3Y | +268.6% | +25.7% | +242.9% | +248.9% |
| All | +390.5% | -64.2% | +454.7% | +389.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling