+7.7%
GEHC vs HIG
+98.1%
-90.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.5% |
| 7D | -7.9% | -2.3% | -5.6% | -7.0% |
| 30D | -11.7% | -1.2% | -10.5% | -11.3% |
| 3M | +0.8% | +6.3% | -5.5% | -1.7% |
| 6M | -11.6% | +0.6% | -12.2% | -11.8% |
| YTD | -21.6% | +0.6% | -22.2% | -21.8% |
| 1Y | -15.3% | +6.1% | -21.4% | -17.3% |
| 3Y | -0.5% | +102.0% | -102.5% | -16.9% |
| All | +7.7% | +98.1% | -90.4% | -10.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling