+632.4%
GEV vs HIG
+40.4%
+592.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.3% | +3.9% | +3.7% |
| 7D | +1.6% | -1.5% | +3.1% | +1.9% |
| 30D | -7.9% | -0.4% | -7.6% | -7.9% |
| 3M | +5.6% | +6.7% | -1.0% | +3.3% |
| 6M | +13.1% | +2.0% | +11.1% | +11.9% |
| YTD | +46.7% | +0.3% | +46.5% | +45.8% |
| 1Y | +51.3% | +4.2% | +47.1% | +47.9% |
| All | +632.4% | +40.4% | +592.0% | +527.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling