+632.4%
GEV vs HRB
+3.0%
+629.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.5% | +3.1% | +3.7% |
| 7D | +1.6% | -8.0% | +9.7% | -0.2% |
| 30D | -7.9% | -16.0% | +8.0% | -11.2% |
| 3M | +5.6% | +26.9% | -21.2% | +12.7% |
| 6M | +13.1% | +51.1% | -38.1% | +25.8% |
| YTD | +46.7% | +7.1% | +39.7% | +59.6% |
| 1Y | +51.3% | -9.6% | +60.9% | +64.9% |
| All | +632.4% | +3.0% | +629.5% | +704.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling