+12.0%
GEHC vs HIG
+96.4%
-84.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.0% | -1.1% | -2.2% |
| 7D | -5.2% | -1.1% | -4.1% | -4.7% |
| 30D | -7.0% | -4.9% | -2.1% | -5.0% |
| 3M | +3.3% | +6.8% | -3.5% | +0.6% |
| 6M | -10.0% | -1.7% | -8.3% | -9.4% |
| YTD | -18.5% | -0.2% | -18.2% | -18.4% |
| 1Y | -14.4% | +5.7% | -20.1% | -16.3% |
| 3Y | +3.4% | +100.3% | -96.9% | -13.3% |
| All | +12.0% | +96.4% | -84.5% | -7.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling