+2,765.1%
GE vs HST
+1,511.7%
+1,253.3%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | 0.0% | +2.7% | +2.7% |
| 7D | +7.1% | -2.7% | +9.8% | +8.1% |
| 30D | +6.5% | +10.7% | -4.2% | +2.8% |
| 3M | -13.6% | +6.3% | -19.8% | -15.4% |
| 6M | +6.0% | +19.0% | -13.0% | -0.4% |
| YTD | +5.4% | +47.0% | -41.6% | -7.7% |
| 1Y | +6.5% | +53.4% | -47.0% | -8.3% |
| 3Y | +268.6% | +78.0% | +190.6% | +198.1% |
| 5Y | +389.0% | +71.7% | +317.4% | +293.0% |
| 10Y | +163.3% | +146.2% | +17.1% | +83.1% |
| All | +2,765.1% | +1,511.7% | +1,253.3% | +918.9% |
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