+254.2%
HD vs GE
+159.6%
+94.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.7% | -4.6% | -2.5% |
| 7D | +4.3% | +7.1% | -2.8% | +2.6% |
| 30D | +20.2% | +6.5% | +13.7% | +18.3% |
| 3M | -1.0% | -13.6% | +12.6% | +2.3% |
| 6M | +7.9% | +6.0% | +1.9% | +6.0% |
| YTD | +2.0% | +5.4% | -3.4% | 0.0% |
| 1Y | -4.3% | +6.5% | -10.8% | -6.5% |
| 3Y | +25.9% | +268.6% | -242.7% | -10.4% |
| 5Y | +5.8% | +389.0% | -383.2% | -30.9% |
| All | +254.2% | +159.6% | +94.6% | +115.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling