+0.8%
GEHC vs HBM
+510.3%
-509.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +5.8% | -8.8% | -4.0% |
| 7D | -5.2% | +7.4% | -12.5% | -6.3% |
| 30D | -7.0% | +5.1% | -12.0% | -7.9% |
| 3M | +3.3% | +11.1% | -7.8% | +0.5% |
| 6M | -10.0% | +30.2% | -40.2% | -16.5% |
| YTD | -18.5% | +46.2% | -64.7% | -27.3% |
| 1Y | -14.4% | +120.0% | -134.5% | -31.3% |
| All | +0.8% | +510.3% | -509.6% | -38.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling