+57.7%
GEV vs HL
+134.7%
-77.0%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.5% | +0.5% |
| 7D | +3.3% | +1.5% | +1.8% | +2.9% |
| 30D | -7.5% | +25.1% | -32.5% | -11.6% |
| 3M | -2.2% | +22.9% | -25.1% | -6.9% |
| 6M | +12.1% | -4.9% | +17.0% | +10.0% |
| YTD | +44.4% | +7.8% | +36.6% | +36.4% |
| 1Y | +57.7% | +133.9% | -76.2% | +19.2% |
| All | +57.7% | +134.7% | -77.0% | +19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HL.
Daily Out/Under-Performance
Portfolio return minus HL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HL 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 HL 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