+61.3%
HAL vs GNRC
+2,120.5%
-2,059.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.3% | -1.1% |
| 7D | +0.5% | +4.8% | -4.4% | -0.9% |
| 30D | +15.9% | -10.4% | +26.3% | +19.0% |
| 3M | -8.7% | -28.5% | +19.7% | -1.4% |
| 6M | +9.0% | -6.8% | +15.8% | +7.9% |
| YTD | +32.0% | +39.5% | -7.5% | +15.4% |
| 1Y | +72.5% | +3.4% | +69.1% | +62.0% |
| 3Y | -4.5% | +65.1% | -69.7% | -24.6% |
| 5Y | +109.7% | -57.1% | +166.8% | +127.7% |
| 10Y | +1.2% | +432.5% | -431.3% | -57.3% |
| All | +61.3% | +2,120.5% | -2,059.2% | -68.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling