+163.7%
GE vs HDB
+4,142.9%
-3,979.2%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.8% | +0.9% | +2.1% |
| 7D | +7.1% | +13.3% | -6.2% | +2.8% |
| 30D | +6.5% | +13.6% | -7.1% | +2.0% |
| 3M | -13.6% | +5.8% | -19.3% | -15.4% |
| 6M | +6.0% | -1.9% | +7.9% | +6.0% |
| YTD | +5.4% | -31.2% | +36.6% | +18.1% |
| 1Y | +6.5% | -29.6% | +36.0% | +18.4% |
| 3Y | +268.6% | -10.1% | +278.7% | +270.7% |
| 5Y | +389.0% | -24.3% | +413.4% | +412.5% |
| 10Y | +163.3% | +59.3% | +104.0% | +109.4% |
| All | +163.7% | +4,142.9% | -3,979.2% | -19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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