+514.9%
GEV vs HAL
-6.3%
+521.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.1% | -5.0% | -2.8% |
| 7D | +3.7% | +6.1% | -2.3% | +1.9% |
| 30D | -14.7% | +2.9% | -17.6% | -15.4% |
| 3M | -23.4% | +3.3% | -26.8% | -24.3% |
| 6M | -24.3% | -16.9% | -7.4% | -20.5% |
| YTD | +23.2% | +21.2% | +2.0% | +13.6% |
| 1Y | +44.2% | +27.5% | +16.7% | +30.6% |
| All | +514.9% | -6.3% | +521.1% | +517.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling