+627.7%
GEV vs HDB
-18.2%
+645.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.8% | -0.3% | -1.6% |
| 7D | +3.2% | -4.9% | +8.0% | +4.7% |
| 30D | -4.0% | -5.8% | +1.8% | -2.4% |
| 3M | +3.4% | -5.2% | +8.6% | +4.1% |
| 6M | +14.7% | -25.7% | +40.4% | +24.5% |
| YTD | +45.8% | -39.6% | +85.4% | +69.1% |
| 1Y | +57.4% | -36.9% | +94.3% | +79.1% |
| All | +627.7% | -18.2% | +645.9% | +714.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 3y: compounded portfolio wealth divided by compounded HDB 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…
3y analysis · Full analysis span regression · 6 months rolling