+643.2%
GEV vs HBM
+330.8%
+312.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +5.8% | -2.6% | +1.0% |
| 7D | +8.1% | +7.4% | +0.7% | +5.4% |
| 30D | -1.9% | +5.1% | -7.0% | -4.1% |
| 3M | +4.1% | +11.1% | -7.1% | -1.2% |
| 6M | +23.2% | +30.2% | -7.0% | +7.5% |
| YTD | +48.9% | +46.2% | +2.7% | +22.0% |
| 1Y | +62.2% | +120.0% | -57.9% | +11.5% |
| All | +643.2% | +330.8% | +312.4% | +261.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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