+627.7%
GEV vs HD
-13.1%
+640.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.1% | -1.8% |
| 7D | +3.2% | -1.8% | +5.0% | +3.6% |
| 30D | -4.0% | -10.8% | +6.8% | -1.2% |
| 3M | +3.4% | -2.7% | +6.1% | +3.4% |
| 6M | +14.7% | -10.3% | +25.0% | +17.3% |
| YTD | +45.8% | -7.8% | +53.6% | +47.0% |
| 1Y | +57.4% | -23.1% | +80.5% | +70.5% |
| All | +627.7% | -13.1% | +640.7% | +576.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling