+518.8%
GEV vs HST
+48.4%
+470.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +2.0% | +1.7% |
| 7D | -3.0% | -1.3% | -1.7% | -2.3% |
| 30D | -18.9% | +13.4% | -32.2% | -23.4% |
| 3M | -20.1% | +16.7% | -36.8% | -25.7% |
| 6M | -24.6% | +24.0% | -48.6% | -32.8% |
| YTD | +24.0% | +54.0% | -30.0% | -2.5% |
| 1Y | +40.6% | +55.0% | -14.4% | +9.8% |
| All | +518.8% | +48.4% | +470.4% | +375.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 10y: compounded portfolio wealth divided by compounded HST 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…
10y analysis · Full analysis span regression · 6 months rolling