+51.3%
GEV vs HAL
+62.9%
-11.6%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.6% | +4.2% | +3.7% |
| 7D | +1.6% | -3.3% | +4.9% | +2.1% |
| 30D | -7.9% | +8.2% | -16.1% | -8.9% |
| 3M | +5.6% | -9.4% | +15.1% | +7.0% |
| 6M | +13.1% | +0.6% | +12.4% | +12.2% |
| YTD | +46.7% | +28.6% | +18.2% | +41.8% |
| 1Y | +51.3% | +63.9% | -12.6% | +47.3% |
| All | +51.3% | +62.9% | -11.6% | +47.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HAL.
Daily Out/Under-Performance
Portfolio return minus HAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAL 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 1y: compounded portfolio wealth divided by compounded HAL 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…
1y analysis · Full analysis span regression · 6 months rolling