+12.3%
GEHC vs HST
+47.4%
-35.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | +7.6% | -2.7% | +10.3% | +8.9% |
| 30D | +27.5% | +10.7% | +16.8% | +22.0% |
| 3M | +17.2% | +6.3% | +11.0% | +14.1% |
| 6M | +33.6% | +19.0% | +14.6% | +20.5% |
| YTD | +0.6% | +47.0% | -46.4% | -20.0% |
| All | +12.3% | +47.4% | -35.1% | -10.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling