+2,883.5%
GE vs HST
+1,330.6%
+1,552.9%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +1.0% |
| 7D | -1.6% | -1.0% | -0.6% | -1.3% |
| 30D | -11.6% | -12.3% | +0.7% | -7.7% |
| 3M | +3.0% | -6.4% | +9.4% | +5.1% |
| 6M | -0.5% | +15.0% | -15.5% | -5.2% |
| YTD | +9.7% | +30.5% | -20.8% | +0.1% |
| 1Y | +20.0% | +35.7% | -15.6% | +7.7% |
| 3Y | +275.8% | +68.4% | +207.5% | +209.7% |
| 5Y | +429.1% | +73.1% | +356.0% | +324.5% |
| 10Y | +151.2% | +92.7% | +58.4% | +88.8% |
| All | +2,883.5% | +1,330.6% | +1,552.9% | +1,005.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling