+2,104.1%
GNRC vs HBM
+153.6%
+1,950.5%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.3% | -1.8% |
| 7D | +3.2% | +5.5% | -2.4% | +1.9% |
| 30D | -9.5% | +3.3% | -12.8% | -10.3% |
| 3M | -28.5% | +12.7% | -41.2% | -30.8% |
| 6M | -10.0% | +28.2% | -38.2% | -16.0% |
| YTD | +36.7% | +45.3% | -8.6% | +23.5% |
| 1Y | +2.6% | +121.7% | -119.1% | -15.8% |
| 3Y | +61.9% | +523.5% | -461.6% | +3.1% |
| 5Y | -59.0% | +393.9% | -452.9% | -73.6% |
| 10Y | +444.8% | +647.9% | -203.1% | +175.7% |
| All | +2,104.1% | +153.6% | +1,950.5% | +1,130.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling