+357.5%
GH vs ALHC
+140.1%
+217.4%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +21.7% |
| 6M | +73.5% | -28.3% | +101.8% | +79.4% |
| YTD | +58.0% | -31.4% | +89.5% | +64.3% |
| 1Y | +163.1% | -16.9% | +180.0% | +164.1% |
| All | +357.5% | +140.1% | +217.4% | +297.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling