+163.1%
GH vs ALHC
-16.6%
+179.7%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.3% | +0.2% |
| 7D | -0.1% | -0.6% | +0.5% | 0.0% |
| 30D | -1.1% | -1.0% | -0.1% | -1.0% |
| 3M | +21.3% | -10.2% | +31.5% | +22.0% |
| 6M | +73.5% | -28.3% | +101.8% | +78.2% |
| YTD | +58.0% | -31.4% | +89.5% | +68.7% |
| 1Y | +163.1% | -16.9% | +180.0% | +175.0% |
| All | +163.1% | -16.6% | +179.7% | +175.0% |
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