+620.7%
GEV vs HAL
+2.9%
+617.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.2% |
| 7D | +3.3% | +2.9% | +0.4% | +2.4% |
| 30D | -7.5% | +17.0% | -24.5% | -11.8% |
| 3M | -2.2% | -9.7% | +7.5% | +0.5% |
| 6M | +12.1% | +8.6% | +3.5% | +8.1% |
| YTD | +44.4% | +33.0% | +11.4% | +29.7% |
| 1Y | +57.7% | +68.3% | -10.7% | +29.4% |
| All | +620.7% | +2.9% | +617.8% | +604.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling