+643.2%
GEV vs HST
+25.9%
+617.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.1% | +3.0% | +3.1% |
| 7D | +8.1% | +2.0% | +6.1% | +7.1% |
| 30D | -1.9% | -5.2% | +3.3% | +0.5% |
| 3M | +4.1% | -6.2% | +10.3% | +6.5% |
| 6M | +23.2% | +20.4% | +2.8% | +9.9% |
| YTD | +48.9% | +30.6% | +18.3% | +26.5% |
| 1Y | +62.2% | +37.4% | +24.8% | +32.9% |
| All | +643.2% | +25.9% | +617.3% | +516.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling