+12.0%
GEHC vs ALHC
+14.2%
-2.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.6% | -2.4% | -3.0% |
| 7D | -5.2% | -1.0% | -4.2% | -5.2% |
| 30D | -7.0% | -6.3% | -0.6% | -6.8% |
| 3M | +3.3% | -12.3% | +15.6% | +3.2% |
| 6M | -10.0% | -27.0% | +17.0% | -9.8% |
| YTD | -18.5% | -31.8% | +13.4% | -18.2% |
| 1Y | -14.4% | -17.0% | +2.6% | -14.6% |
| 3Y | +3.4% | +159.8% | -156.4% | -2.9% |
| All | +12.0% | +14.2% | -2.2% | +8.0% |
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