+38.2%
GEHC vs HST
+79.8%
-41.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | +7.6% | -2.7% | +10.3% | +9.0% |
| 30D | +27.5% | +10.7% | +16.8% | +21.4% |
| 3M | +17.2% | +6.3% | +11.0% | +13.7% |
| 6M | +33.6% | +19.0% | +14.6% | +22.0% |
| YTD | +0.6% | +47.0% | -46.4% | -17.4% |
| 1Y | +11.3% | +53.4% | -42.2% | -10.6% |
| 3Y | +16.5% | +78.0% | -61.5% | -14.6% |
| All | +38.2% | +79.8% | -41.6% | -2.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling