+92.6%
HAS vs GNRC
+372.1%
-279.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.5% |
| 7D | +1.4% | +7.9% | -6.5% | -0.5% |
| 30D | +26.3% | -3.7% | +30.0% | +26.6% |
| 3M | +25.6% | -11.9% | +37.5% | +27.6% |
| 6M | +30.3% | -28.6% | +58.9% | +37.5% |
| YTD | +50.4% | +39.9% | +10.5% | +31.1% |
| 1Y | +57.7% | +23.4% | +34.3% | +41.6% |
| 3Y | +213.4% | +84.2% | +129.1% | +145.7% |
| 5Y | +49.1% | -57.3% | +106.4% | +58.6% |
| All | +92.6% | +372.1% | -279.5% | -12.0% |
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