+60.5%
HAS vs GNRC
+448.8%
-388.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.9% | -1.4% | +0.8% |
| 7D | -1.1% | -0.2% | -0.9% | -1.1% |
| 30D | -2.8% | -15.7% | +12.9% | +1.2% |
| 3M | +10.1% | -27.3% | +37.4% | +17.9% |
| 6M | -1.4% | -12.1% | +10.7% | -0.6% |
| YTD | +14.2% | +37.1% | -22.9% | +1.4% |
| 1Y | +18.2% | -0.5% | +18.7% | +13.3% |
| 3Y | +48.6% | +61.5% | -12.9% | +21.7% |
| 5Y | +14.2% | -58.6% | +72.8% | +23.7% |
| All | +60.5% | +448.8% | -388.4% | -26.6% |
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