+9.3%
GEHC vs PH
+238.4%
-229.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.7% | -2.1% |
| 7D | -7.6% | 0.0% | -7.6% | -7.6% |
| 30D | -10.7% | -10.3% | -0.4% | -6.4% |
| 3M | -1.2% | +5.1% | -6.3% | -4.6% |
| 6M | -13.7% | +2.3% | -16.0% | -15.8% |
| YTD | -20.4% | +8.7% | -29.1% | -24.7% |
| 1Y | -17.0% | +26.8% | -43.8% | -27.4% |
| 3Y | +0.9% | +139.2% | -138.2% | -31.6% |
| All | +9.3% | +238.4% | -229.1% | -36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 10y: compounded portfolio wealth divided by compounded PH 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…
10y analysis · Full analysis span regression · 6 months rolling