+248.1%
HD vs GE
+149.4%
+98.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.5% | +2.6% | 0.0% |
| 7D | -0.5% | +5.1% | -5.6% | -1.7% |
| 30D | +18.5% | +7.6% | +10.9% | +16.3% |
| 3M | +2.2% | -9.3% | +11.5% | +4.3% |
| 6M | +13.8% | +11.5% | +2.3% | +10.5% |
| YTD | +3.4% | +7.9% | -4.5% | +0.8% |
| 1Y | -3.5% | +7.6% | -11.1% | -6.0% |
| 3Y | +29.0% | +265.9% | -236.9% | -8.0% |
| 5Y | +6.1% | +405.9% | -399.8% | -31.2% |
| All | +248.1% | +149.4% | +98.8% | +111.1% |
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