+2.6%
HAL vs GNRC
+448.8%
-446.3%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.9% | -3.6% | -1.4% |
| 7D | -3.3% | -0.2% | -3.1% | -3.3% |
| 30D | +8.2% | -15.7% | +23.9% | +12.8% |
| 3M | -9.4% | -27.3% | +17.9% | -2.8% |
| 6M | +0.6% | -12.1% | +12.7% | +1.1% |
| YTD | +28.6% | +37.1% | -8.5% | +13.2% |
| 1Y | +63.9% | -0.5% | +64.4% | +55.6% |
| 3Y | -7.1% | +61.5% | -68.6% | -26.1% |
| 5Y | +102.3% | -58.6% | +160.9% | +134.4% |
| All | +2.6% | +448.8% | -446.3% | -67.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 10y: compounded portfolio wealth divided by compounded GNRC 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…
10y analysis · Full analysis span regression · 6 months rolling