+411.8%
GE vs HST
+82.3%
+329.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | +2.7% | +3.6% | -0.9% | +1.1% |
| 30D | +8.1% | +11.2% | -3.1% | +3.3% |
| 3M | -7.9% | +13.1% | -21.0% | -12.7% |
| 6M | +12.9% | +23.9% | -11.0% | +2.5% |
| YTD | +8.2% | +52.3% | -44.1% | -10.1% |
| 1Y | +9.7% | +56.7% | -47.0% | -10.1% |
| 3Y | +266.1% | +87.5% | +178.6% | +170.0% |
| All | +411.8% | +82.3% | +329.5% | +274.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling