+2.3%
GEHC vs HST
+68.9%
-66.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.4% |
| 7D | -4.0% | -1.0% | -3.0% | -3.5% |
| 30D | -2.0% | -12.3% | +10.3% | +4.5% |
| 3M | +8.0% | -6.4% | +14.3% | +11.0% |
| 6M | -12.8% | +15.0% | -27.8% | -19.9% |
| YTD | -15.9% | +30.5% | -46.4% | -28.1% |
| 1Y | -6.9% | +35.7% | -42.6% | -22.3% |
| All | +2.3% | +68.9% | -66.6% | -27.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling