+52.4%
GEV vs ALHC
-51.4%
+103.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +10.1% | -19.4% | -9.2% |
| 7D | -5.1% | -0.5% | -4.7% | -5.1% |
| 30D | -15.8% | -4.2% | -11.6% | -15.7% |
| 3M | -18.2% | -39.8% | +21.6% | -17.6% |
| 6M | -22.4% | -57.7% | +35.4% | -20.1% |
| YTD | +27.7% | -58.8% | +86.5% | +29.8% |
| 1Y | +52.4% | -52.4% | +104.7% | +52.2% |
| All | +52.4% | -51.4% | +103.8% | +52.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling