+43.9%
GEV vs HD
-24.3%
+68.2%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.5% | -1.3% | -2.8% |
| 7D | -1.9% | -3.9% | +2.0% | -1.8% |
| 30D | -8.7% | -13.1% | +4.4% | -8.2% |
| 3M | +6.6% | -3.4% | +10.0% | +6.1% |
| 6M | +10.2% | -12.6% | +22.8% | +8.6% |
| YTD | +41.6% | -9.2% | +50.9% | +40.8% |
| 1Y | +43.9% | -23.9% | +67.8% | +31.2% |
| All | +43.9% | -24.3% | +68.2% | +31.2% |
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