+417.9%
GE vs HBM
+392.2%
+25.7%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.6% | -2.2% | -2.7% |
| 7D | -1.2% | +5.5% | -6.8% | -2.2% |
| 30D | -11.3% | +3.3% | -14.5% | -12.0% |
| 3M | -1.4% | +12.7% | -14.0% | -4.4% |
| 6M | +1.2% | +28.2% | -27.0% | -5.1% |
| YTD | +5.9% | +45.3% | -39.4% | -3.9% |
| 1Y | +18.4% | +121.7% | -103.3% | -1.5% |
| 3Y | +271.0% | +523.5% | -252.5% | +138.0% |
| 5Y | +417.9% | +393.9% | +24.0% | +237.5% |
| All | +417.9% | +392.2% | +25.7% | +237.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling