+606.9%
GEV vs HRB
+2.4%
+604.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.6% | -2.3% | -3.0% |
| 7D | -1.9% | -12.2% | +10.3% | -4.6% |
| 30D | -8.7% | -3.0% | -5.7% | -9.0% |
| 3M | +6.6% | +21.7% | -15.1% | +12.9% |
| 6M | +10.2% | +52.3% | -42.1% | +22.6% |
| YTD | +41.6% | +6.5% | +35.1% | +53.9% |
| 1Y | +43.9% | -6.7% | +50.6% | +56.5% |
| All | +606.9% | +2.4% | +604.5% | +675.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 3y: compounded portfolio wealth divided by compounded HRB 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…
3y analysis · Full analysis span regression · 6 months rolling