+12.0%
GEHC vs HST
+59.8%
-47.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.1% | -3.1% | -3.1% |
| 7D | -5.2% | +2.0% | -7.2% | -6.1% |
| 30D | -7.0% | -5.2% | -1.7% | -4.7% |
| 3M | +3.3% | -6.2% | +9.5% | +5.9% |
| 6M | -10.0% | +20.4% | -30.4% | -18.5% |
| YTD | -18.5% | +30.6% | -49.1% | -29.1% |
| 1Y | -14.4% | +37.4% | -51.8% | -27.7% |
| 3Y | +3.4% | +66.1% | -62.7% | -21.3% |
| All | +12.0% | +59.8% | -47.8% | -16.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling