-25.6%
GEV vs HD
+12.6%
-38.2%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.7% | -3.2% | -4.1% |
| 7D | -13.2% | +5.2% | -18.4% | -11.6% |
| 30D | -20.6% | +20.7% | -41.4% | -17.9% |
| 3M | -19.5% | +0.8% | -20.3% | -17.3% |
| All | -25.6% | +12.6% | -38.2% | -26.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling