+510.2%
GEV vs ALHC
+62.2%
+448.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +5.5% | -9.4% | -4.0% |
| 7D | -13.2% | +3.8% | -17.0% | -13.2% |
| 30D | -20.6% | +1.7% | -22.3% | -20.6% |
| 3M | -19.5% | -44.3% | +24.8% | -18.6% |
| 6M | -23.3% | -57.2% | +33.9% | -21.8% |
| YTD | +22.2% | -61.2% | +83.4% | +24.5% |
| 1Y | +37.8% | -53.2% | +91.0% | +39.5% |
| All | +510.2% | +62.2% | +448.0% | +427.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling