+47.3%
GH vs ALHC
-62.5%
+109.8%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.0% | +6.2% | +5.5% |
| 7D | -7.0% | +3.9% | -10.9% | -8.0% |
| 30D | -5.2% | -3.6% | -1.5% | -4.8% |
| 3M | -5.8% | -49.4% | +43.7% | +9.5% |
| 6M | +65.9% | -59.5% | +125.4% | +98.7% |
| YTD | +55.5% | -63.2% | +118.7% | +89.3% |
| 1Y | +64.2% | -55.5% | +119.7% | +88.7% |
| 3Y | +606.0% | +23.0% | +583.0% | +411.5% |
| 5Y | +47.3% | -65.7% | +113.0% | +55.7% |
| All | +47.3% | -62.5% | +109.8% | +55.7% |
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 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