+61.5%
GNRC vs HBM
+458.1%
-396.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.5% | +3.4% | +3.1% |
| 7D | -0.2% | -3.3% | +3.1% | +0.8% |
| 30D | -15.7% | -4.8% | -10.9% | -14.7% |
| 3M | -27.3% | -0.4% | -26.9% | -28.0% |
| 6M | -12.1% | +17.9% | -29.9% | -18.3% |
| YTD | +37.1% | +33.7% | +3.4% | +21.2% |
| 1Y | -0.5% | +95.6% | -96.1% | -22.1% |
| 3Y | +61.5% | +458.1% | -396.6% | -18.3% |
| All | +61.5% | +458.1% | -396.6% | -18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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