+620.7%
GEV vs HD
-10.1%
+630.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.2% |
| 7D | +3.3% | -2.1% | +5.3% | +3.8% |
| 30D | -7.5% | -8.4% | +1.0% | -5.4% |
| 3M | -2.2% | +4.3% | -6.5% | -4.1% |
| 6M | +12.1% | -11.1% | +23.2% | +15.2% |
| YTD | +44.4% | -4.7% | +49.1% | +44.4% |
| 1Y | +57.7% | -19.8% | +77.5% | +68.6% |
| All | +620.7% | -10.1% | +630.8% | +564.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling