+811.3%
GE vs HBM
+470.7%
+340.5%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.5% | +1.4% |
| 7D | +4.0% | -1.3% | +5.3% | +4.2% |
| 30D | +11.1% | -14.8% | +25.9% | +14.3% |
| 3M | -6.7% | -20.7% | +14.0% | -3.2% |
| 6M | +14.3% | -13.9% | +28.2% | +15.3% |
| YTD | +11.7% | +10.6% | +1.1% | +6.2% |
| 1Y | +10.9% | +32.4% | -21.5% | +1.7% |
| 3Y | +279.0% | +432.0% | -153.0% | +153.9% |
| 5Y | +427.0% | +205.5% | +221.5% | +274.5% |
| 10Y | +158.6% | +291.1% | -132.6% | +48.4% |
| All | +811.3% | +470.7% | +340.5% | +200.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling