+12.0%
GEHC vs CAH
+228.7%
-216.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.7% | -0.3% | -2.6% |
| 7D | -5.2% | +0.5% | -5.7% | -5.2% |
| 30D | -7.0% | +1.7% | -8.7% | -7.2% |
| 3M | +3.3% | +17.9% | -14.6% | +0.6% |
| 6M | -10.0% | +10.9% | -20.9% | -11.6% |
| YTD | -18.5% | +17.9% | -36.3% | -20.7% |
| 1Y | -14.4% | +61.7% | -76.1% | -21.8% |
| 3Y | +3.4% | +183.7% | -180.3% | -16.1% |
| All | +12.0% | +228.7% | -216.8% | -11.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling