+632.4%
GEV vs HLT
+43.8%
+588.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | 0.0% | +3.6% | +3.6% |
| 7D | +1.6% | -1.6% | +3.2% | +2.6% |
| 30D | -7.9% | -5.0% | -2.9% | -5.0% |
| 3M | +5.6% | -10.4% | +16.0% | +13.0% |
| 6M | +13.1% | +3.2% | +9.8% | +8.9% |
| YTD | +46.7% | +6.7% | +40.0% | +37.0% |
| 1Y | +51.3% | +10.3% | +41.0% | +36.3% |
| All | +632.4% | +43.8% | +588.6% | +408.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HLT.
Daily Out/Under-Performance
Portfolio return minus HLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HLT 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 HLT 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