+157.4%
GE vs HST
+143.2%
+14.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +5.3% | -0.8% | +1.9% |
| 7D | +5.4% | +0.6% | +4.8% | +5.1% |
| 30D | +9.6% | +14.5% | -4.8% | +2.5% |
| 3M | -7.7% | +15.4% | -23.1% | -14.2% |
| 6M | +14.0% | +22.0% | -8.0% | +2.8% |
| YTD | +10.2% | +54.9% | -44.7% | -11.9% |
| 1Y | +8.9% | +54.0% | -45.1% | -12.8% |
| 3Y | +273.7% | +90.4% | +183.2% | +161.5% |
| 5Y | +410.2% | +84.2% | +326.0% | +248.1% |
| 10Y | +157.4% | +144.6% | +12.8% | +50.8% |
| All | +157.4% | +143.2% | +14.2% | +50.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 HST 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