+50.2%
HAS vs GNRC
-57.1%
+107.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.5% | -1.9% |
| 7D | +1.6% | +11.9% | -10.3% | -0.8% |
| 30D | +26.6% | -10.0% | +36.6% | +28.7% |
| 3M | +29.0% | -13.1% | +42.1% | +31.3% |
| 6M | +30.6% | -28.5% | +59.0% | +37.3% |
| YTD | +51.5% | +41.4% | +10.1% | +32.8% |
| 1Y | +58.5% | +18.8% | +39.7% | +44.7% |
| 3Y | +214.1% | +86.3% | +127.8% | +149.5% |
| 5Y | +50.2% | -56.8% | +107.1% | +41.1% |
| All | +50.2% | -57.1% | +107.4% | +41.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling