+5.1%
GNRC vs HRB
+1.1%
+4.1%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.0% | +6.4% | +1.6% |
| 7D | +1.9% | -5.7% | +7.6% | +0.9% |
| 30D | -13.8% | +7.9% | -21.7% | -12.4% |
| 3M | -32.6% | +32.1% | -64.8% | -27.1% |
| 6M | -15.2% | +62.2% | -77.4% | -5.0% |
| YTD | +37.4% | +16.4% | +21.0% | +51.3% |
| 1Y | +5.1% | -0.3% | +5.4% | +12.8% |
| All | +5.1% | +1.1% | +4.1% | +12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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