+20.9%
GNRC vs HIG
+12.7%
+8.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | +2.4% | -11.9% | -8.3% |
| 7D | -6.0% | +6.2% | -12.2% | -2.9% |
| 30D | -12.0% | +9.4% | -21.5% | -8.0% |
| 3M | -13.4% | -2.3% | -11.1% | -13.7% |
| 6M | -26.4% | +4.2% | -30.5% | -23.7% |
| YTD | +38.8% | +1.6% | +37.3% | +45.0% |
| 1Y | +20.9% | +9.9% | +11.0% | +24.7% |
| All | +20.9% | +12.7% | +8.2% | +24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 1y: compounded portfolio wealth divided by compounded HIG 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…
1y analysis · Full analysis span regression · 6 months rolling