+151.2%
GE vs HBM
+285.4%
-134.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.5% | -2.0% | -3.2% |
| 7D | +5.1% | +5.1% | +0.1% | +4.1% |
| 30D | +7.6% | -15.8% | +23.4% | +11.0% |
| 3M | -9.3% | -22.4% | +13.1% | -5.3% |
| 6M | +11.5% | -20.2% | +31.8% | +14.3% |
| YTD | +7.9% | +9.0% | -1.1% | +2.5% |
| 1Y | +7.6% | +27.4% | -19.7% | -1.0% |
| 3Y | +265.9% | +424.2% | -158.4% | +140.4% |
| 5Y | +405.9% | +196.1% | +209.8% | +255.1% |
| All | +151.2% | +285.4% | -134.2% | +38.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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