+514.9%
GEV vs HD
-2.4%
+517.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -2.0% | -1.9% |
| 7D | +3.7% | +1.5% | +2.2% | +3.5% |
| 30D | -14.7% | +18.0% | -32.7% | -17.7% |
| 3M | -23.4% | +2.8% | -26.2% | -23.6% |
| 6M | -24.3% | +17.0% | -41.3% | -27.8% |
| YTD | +23.2% | +3.5% | +19.6% | +21.2% |
| 1Y | +44.2% | -2.6% | +46.8% | +45.0% |
| All | +514.9% | -2.4% | +517.2% | +457.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HD.
Daily Out/Under-Performance
Portfolio return minus HD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HD 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 10y: compounded portfolio wealth divided by compounded HD 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…
10y analysis · Full analysis span regression · 6 months rolling