+14.2%
GH vs ALHC
-59.6%
+73.8%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.6% | -0.4% |
| 7D | -8.2% | -5.5% | -2.7% | -6.9% |
| 30D | -4.9% | -4.9% | 0.0% | -4.1% |
| 3M | -6.2% | -41.7% | +35.5% | +4.5% |
| 6M | +60.0% | -55.2% | +115.2% | +85.5% |
| YTD | +51.5% | -61.1% | +112.6% | +80.5% |
| 1Y | +58.4% | -53.3% | +111.7% | +79.1% |
| 3Y | +617.2% | +28.2% | +589.1% | +434.7% |
| 5Y | +47.0% | -65.8% | +112.8% | +37.4% |
| All | +14.2% | -59.6% | +73.8% | -2.7% |
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 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