+247.2%
HD vs GE
+162.3%
+84.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.9% |
| 7D | +5.2% | +5.4% | -0.2% | +3.9% |
| 30D | +20.7% | +9.6% | +11.1% | +18.0% |
| 3M | +0.8% | -7.7% | +8.5% | +2.5% |
| 6M | +12.2% | +14.0% | -1.8% | +8.4% |
| YTD | +4.2% | +10.2% | -5.9% | +1.1% |
| 1Y | -2.6% | +8.9% | -11.5% | -5.3% |
| 3Y | +30.0% | +273.7% | -243.6% | -7.7% |
| 5Y | +8.1% | +410.2% | -402.1% | -30.1% |
| 10Y | +247.2% | +157.4% | +89.7% | +108.7% |
| All | +247.2% | +162.3% | +84.9% | +108.7% |
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