+38.6%
GEHC vs HBM
+328.8%
-290.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.2% | -1.2% |
| 7D | -3.7% | -1.3% | -2.5% | -3.6% |
| 30D | +22.0% | -14.8% | +36.8% | +24.8% |
| 3M | +13.6% | -20.7% | +34.3% | +17.1% |
| 6M | +34.0% | -13.9% | +47.9% | +34.1% |
| YTD | +0.9% | +10.6% | -9.7% | -5.6% |
| 1Y | +12.7% | +32.4% | -19.6% | +1.4% |
| 3Y | +19.4% | +432.0% | -412.6% | -20.5% |
| All | +38.6% | +328.8% | -290.3% | -7.0% |
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