+627.7%
GEV vs HL
+396.1%
+231.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.9% | -4.0% | -2.4% |
| 7D | +3.2% | +0.4% | +2.8% | +3.1% |
| 30D | -4.0% | +18.8% | -22.8% | -7.3% |
| 3M | +3.4% | +43.7% | -40.3% | -4.0% |
| 6M | +14.7% | -1.0% | +15.7% | +12.8% |
| YTD | +45.8% | +8.7% | +37.1% | +39.0% |
| 1Y | +57.4% | +105.0% | -47.6% | +31.9% |
| All | +627.7% | +396.1% | +231.6% | +395.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling