-2.6%
HAL vs GEHC
+32.0%
-34.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.3% | +4.6% | +3.6% |
| 7D | -0.2% | -3.7% | +3.5% | +0.6% |
| 30D | +1.0% | +22.0% | -21.0% | -3.6% |
| 3M | -2.1% | +13.6% | -15.7% | -5.1% |
| 6M | -17.5% | +34.0% | -51.5% | -23.7% |
| YTD | +18.1% | +0.9% | +17.2% | +17.6% |
| 1Y | +19.7% | +12.7% | +7.0% | +14.9% |
| 3Y | -7.9% | +19.4% | -27.4% | -13.7% |
| All | -2.6% | +32.0% | -34.6% | -12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GEHC.
Daily Out/Under-Performance
Portfolio return minus GEHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEHC 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 GEHC 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