+20.1%
GH vs ALHC
-31.6%
+51.7%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.2% | +4.3% | +1.9% |
| 7D | -0.2% | -4.1% | +3.9% | +0.9% |
| 30D | -2.6% | -5.4% | +2.8% | -1.4% |
| 3M | +25.1% | -32.1% | +57.2% | +35.8% |
| 6M | +78.5% | -28.5% | +107.0% | +87.9% |
| YTD | +59.4% | -34.0% | +93.4% | +70.6% |
| 1Y | +173.9% | -20.9% | +194.8% | +176.4% |
| 3Y | +382.7% | +151.5% | +231.2% | +199.9% |
| 5Y | +24.4% | -28.8% | +53.2% | +0.9% |
| All | +20.1% | -31.6% | +51.7% | -8.0% |
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 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