+40.3%
GEHC vs BUD
+52.3%
-12.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.9% |
| 7D | +3.7% | +6.0% | -2.3% | +1.5% |
| 30D | +27.3% | +11.3% | +16.0% | +22.3% |
| 3M | +14.7% | +3.6% | +11.2% | +13.0% |
| 6M | +31.9% | +7.7% | +24.2% | +28.0% |
| YTD | +2.2% | +36.4% | -34.2% | -8.7% |
| 1Y | +14.1% | +37.8% | -23.8% | +1.5% |
| 3Y | +21.0% | +51.2% | -30.3% | +2.1% |
| All | +40.3% | +52.3% | -12.0% | +16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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