+205.0%
HD vs GE
+151.9%
+53.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.6% | -2.1% |
| 7D | -1.2% | +1.2% | -2.3% | -1.4% |
| 30D | -11.1% | -9.5% | -1.6% | -9.0% |
| 3M | +2.0% | +4.1% | -2.1% | +0.9% |
| 6M | -10.5% | +3.9% | -14.4% | -11.6% |
| YTD | -6.9% | +9.0% | -15.9% | -9.3% |
| 1Y | -23.2% | +21.9% | -45.1% | -27.4% |
| 3Y | +3.1% | +281.8% | -278.7% | -27.5% |
| 5Y | +7.4% | +436.7% | -429.3% | -31.7% |
| 10Y | +205.0% | +151.5% | +53.5% | +103.1% |
| All | +205.0% | +151.9% | +53.1% | +103.1% |
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