-19.8%
HD vs GE
+22.8%
-42.6%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.6% |
| 7D | -2.1% | -1.6% | -0.5% | -1.6% |
| 30D | -8.4% | -11.6% | +3.2% | -5.3% |
| 3M | +4.3% | +3.0% | +1.3% | +3.3% |
| 6M | -11.1% | -0.5% | -10.6% | -13.6% |
| YTD | -4.7% | +9.7% | -14.4% | -7.5% |
| 1Y | -19.8% | +20.0% | -39.8% | -21.6% |
| All | -19.8% | +22.8% | -42.6% | -21.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GE.
Daily Out/Under-Performance
Portfolio return minus GE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GE 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 GE 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