+51.3%
GEV vs HCA
+8.6%
+42.7%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.4% | +2.3% | +3.9% |
| 7D | +1.6% | +5.4% | -3.8% | +2.9% |
| 30D | -7.9% | +3.0% | -10.9% | -7.2% |
| 3M | +5.6% | +13.0% | -7.4% | +8.9% |
| 6M | +13.1% | -20.3% | +33.3% | +10.3% |
| YTD | +46.7% | -8.2% | +55.0% | +50.1% |
| 1Y | +51.3% | +6.7% | +44.6% | +62.1% |
| All | +51.3% | +8.6% | +42.7% | +62.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HCA.
Daily Out/Under-Performance
Portfolio return minus HCA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HCA 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 HCA 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