+23.8%
GH vs ALHC
-30.5%
+54.3%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.1% |
| 7D | -2.1% | -1.0% | -1.1% | -1.8% |
| 30D | -4.5% | -6.3% | +1.9% | -3.0% |
| 3M | +28.9% | -12.3% | +41.2% | +30.0% |
| 6M | +76.5% | -27.0% | +103.5% | +84.9% |
| YTD | +57.6% | -31.8% | +89.5% | +67.4% |
| 1Y | +167.5% | -17.0% | +184.6% | +166.6% |
| 3Y | +377.4% | +159.8% | +217.6% | +189.0% |
| 5Y | +23.8% | -25.1% | +49.0% | -6.2% |
| All | +23.8% | -30.5% | +54.3% | -6.2% |
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 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