+295.4%
HL vs GEHC
+6.6%
+288.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.0% | +2.0% | -0.1% |
| 7D | +7.1% | -5.2% | +12.2% | +8.9% |
| 30D | +21.4% | -7.0% | +28.4% | +24.4% |
| 3M | +37.4% | +3.3% | +34.1% | +35.0% |
| 6M | +0.4% | -10.0% | +10.4% | +3.3% |
| YTD | +6.7% | -18.5% | +25.2% | +13.4% |
| 1Y | +102.4% | -14.4% | +116.8% | +110.9% |
| 3Y | +417.4% | +3.4% | +414.0% | +412.4% |
| All | +295.4% | +6.6% | +288.8% | +294.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling