+12.0%
GEHC vs HBM
+466.8%
-454.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +0.6% |
| 6M | -10.0% | +30.2% | -40.2% | -16.1% |
| YTD | -18.5% | +46.2% | -64.7% | -26.7% |
| 1Y | -14.4% | +120.0% | -134.5% | -30.0% |
| 3Y | +3.4% | +527.4% | -524.0% | -32.9% |
| All | +12.0% | +466.8% | -454.9% | -27.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling