+39.3%
GEHC vs ARES
+115.7%
-76.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.0% | +0.5% | +1.1% |
| 7D | +0.8% | +0.5% | +0.3% | +0.6% |
| 30D | +21.3% | +19.7% | +1.7% | +14.7% |
| 3M | +12.6% | -9.0% | +21.5% | +15.7% |
| 6M | +34.3% | +11.5% | +22.7% | +28.3% |
| YTD | +1.4% | -13.8% | +15.3% | +5.2% |
| 1Y | +12.5% | -5.6% | +18.0% | +12.3% |
| 3Y | +19.2% | +36.1% | -16.9% | +1.0% |
| All | +39.3% | +115.7% | -76.4% | -3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ARES.
Daily Out/Under-Performance
Portfolio return minus ARES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARES 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 ARES 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