+51.3%
GEV vs HIG
+5.5%
+45.8%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.3% | +3.9% | +3.5% |
| 7D | +1.6% | -1.5% | +3.1% | +1.1% |
| 30D | -7.9% | -0.4% | -7.6% | -7.9% |
| 3M | +5.6% | +6.7% | -1.0% | +7.3% |
| 6M | +13.1% | +2.0% | +11.1% | +14.4% |
| YTD | +46.7% | +0.3% | +46.5% | +48.3% |
| 1Y | +51.3% | +4.2% | +47.1% | +56.6% |
| All | +51.3% | +5.5% | +45.8% | +56.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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