+40.6%
GEV vs HD
-2.9%
+43.5%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.4% |
| 7D | -3.0% | -1.2% | -1.8% | -3.2% |
| 30D | -18.9% | +20.9% | -39.8% | -18.4% |
| 3M | -20.1% | -0.2% | -19.9% | -18.7% |
| 6M | -24.6% | +14.5% | -39.1% | -24.6% |
| YTD | +24.0% | +4.3% | +19.7% | +24.3% |
| 1Y | +40.6% | -3.5% | +44.1% | +43.5% |
| All | +40.6% | -2.9% | +43.5% | +43.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling