+15.6%
HD vs GEHC
+31.6%
-16.0%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.2% | -1.4% |
| 7D | +4.3% | +7.6% | -3.3% | +2.5% |
| 30D | +20.2% | +27.5% | -7.3% | +13.3% |
| 3M | -1.0% | +17.2% | -18.2% | -4.8% |
| 6M | +7.9% | +33.6% | -25.7% | +0.1% |
| YTD | +2.0% | +0.6% | +1.3% | +0.8% |
| 1Y | -4.3% | +11.3% | -15.6% | -7.6% |
| 3Y | +25.9% | +16.5% | +9.4% | +18.7% |
| All | +15.6% | +31.6% | -16.0% | +4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GEHC.
Daily Out/Under-Performance
Portfolio return minus GEHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEHC 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 5y: compounded portfolio wealth divided by compounded GEHC 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…
5y analysis · Full analysis span regression · 6 months rolling