+44.4%
HAS vs GNRC
+61.2%
-16.7%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.0% | +0.5% | -1.0% |
| 7D | -4.8% | +3.2% | -8.0% | -5.6% |
| 30D | -5.1% | -9.5% | +4.4% | -3.1% |
| 3M | +6.4% | -28.5% | +34.9% | +14.1% |
| 6M | -5.6% | -10.0% | +4.3% | -6.2% |
| YTD | +11.0% | +36.7% | -25.8% | -4.0% |
| 1Y | +16.8% | +2.6% | +14.2% | +9.6% |
| All | +44.4% | +61.2% | -16.7% | +6.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling