+15.7%
GEHC vs CAH
+38.5%
-22.8%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +3.6% | +2.8% | +5.8% |
| 7D | +13.2% | +7.0% | +6.2% | +12.1% |
| 30D | +30.6% | +12.4% | +18.2% | +28.5% |
| 3M | +22.2% | +12.2% | +10.0% | +20.4% |
| 6M | +40.8% | +33.2% | +7.6% | +35.5% |
| YTD | +4.8% | +28.4% | -23.5% | +3.0% |
| 1Y | +15.7% | +35.0% | -19.3% | +15.5% |
| All | +15.7% | +38.5% | -22.8% | +15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 1y: compounded portfolio wealth divided by compounded CAH 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…
1y analysis · Full analysis span regression · 6 months rolling