+44.2%
GEV vs HAL
+28.0%
+16.3%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.1% | -5.0% | -2.5% |
| 7D | +3.7% | +6.1% | -2.3% | +2.5% |
| 30D | -14.7% | +2.9% | -17.6% | -15.0% |
| 3M | -23.4% | +3.3% | -26.8% | -23.8% |
| 6M | -24.3% | -16.9% | -7.4% | -21.9% |
| YTD | +23.2% | +21.2% | +2.0% | +18.6% |
| 1Y | +44.2% | +27.5% | +16.7% | +33.2% |
| All | +44.2% | +28.0% | +16.3% | +33.2% |
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