-1.7%
GEHC vs HIG
+101.4%
-103.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.7% | -3.1% | -2.7% |
| 7D | -7.6% | -0.5% | -7.2% | -7.4% |
| 30D | -10.7% | -2.8% | -7.8% | -9.4% |
| 3M | -1.2% | +6.3% | -7.6% | -4.2% |
| 6M | -13.7% | -0.1% | -13.6% | -13.7% |
| YTD | -20.4% | +0.4% | -20.9% | -20.7% |
| 1Y | -17.0% | +6.2% | -23.3% | -19.6% |
| All | -1.7% | +101.4% | -103.1% | -28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 3y: compounded portfolio wealth divided by compounded HIG 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…
3y analysis · Full analysis span regression · 6 months rolling