+57.4%
GEV vs ALHC
-19.3%
+76.7%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.2% | +1.1% | -2.0% |
| 7D | +3.2% | -4.1% | +7.3% | +3.3% |
| 30D | -4.0% | -5.4% | +1.4% | -3.8% |
| 3M | +3.4% | -32.1% | +35.5% | +5.2% |
| 6M | +14.7% | -28.5% | +43.2% | +15.3% |
| YTD | +45.8% | -34.0% | +79.8% | +46.1% |
| 1Y | +57.4% | -20.9% | +78.3% | +51.7% |
| All | +57.4% | -19.3% | +76.7% | +51.7% |
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