+7.7%
GEHC vs HBM
+420.9%
-413.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -7.5% | +6.1% | -0.2% |
| 7D | -7.9% | -3.7% | -4.1% | -7.4% |
| 30D | -11.7% | -3.7% | -8.0% | -11.4% |
| 3M | +0.8% | +8.0% | -7.2% | -1.6% |
| 6M | -11.6% | +15.8% | -27.4% | -16.0% |
| YTD | -21.6% | +34.4% | -55.9% | -28.6% |
| 1Y | -15.3% | +98.2% | -113.5% | -29.5% |
| 3Y | -0.5% | +476.6% | -477.1% | -34.6% |
| All | +7.7% | +420.9% | -413.2% | -29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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