+54.4%
GEN vs ALHC
-61.8%
+116.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.1% |
| 7D | -0.3% | +3.9% | -4.2% | -0.5% |
| 30D | +28.2% | -3.6% | +31.8% | +28.2% |
| 3M | +2.6% | -49.4% | +52.0% | +5.2% |
| 6M | +32.7% | -59.5% | +92.1% | +36.8% |
| YTD | +11.3% | -63.2% | +74.5% | +15.0% |
| 1Y | +17.9% | -55.5% | +73.4% | +20.6% |
| 3Y | +66.3% | +23.0% | +43.3% | +55.9% |
| 5Y | +31.7% | -65.7% | +97.4% | +21.7% |
| All | +54.4% | -61.8% | +116.3% | +42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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