+153.2%
HL vs GEHC
+32.6%
+120.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.4% | -3.3% | -2.4% |
| 7D | -11.1% | +0.8% | -11.9% | -11.3% |
| 30D | -12.1% | +21.3% | -33.4% | -17.3% |
| 3M | -26.1% | +12.6% | -38.7% | -28.8% |
| 6M | -37.7% | +34.3% | -72.0% | -44.0% |
| YTD | -31.7% | +1.4% | -33.1% | -32.3% |
| 1Y | -11.6% | +12.5% | -24.1% | -15.7% |
| 3Y | +249.6% | +19.2% | +230.4% | +225.8% |
| All | +153.2% | +32.6% | +120.5% | +135.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling