+643.2%
GEV vs HIG
+39.7%
+603.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.0% | +5.1% | +3.5% |
| 7D | +8.1% | -1.1% | +9.2% | +8.3% |
| 30D | -1.9% | -4.9% | +3.0% | -1.0% |
| 3M | +4.1% | +6.8% | -2.7% | +1.6% |
| 6M | +23.2% | -1.7% | +24.9% | +23.3% |
| YTD | +48.9% | -0.2% | +49.1% | +48.1% |
| 1Y | +62.2% | +5.7% | +56.5% | +57.3% |
| All | +643.2% | +39.7% | +603.4% | +536.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling