+11.0%
HAS vs GNRC
-58.2%
+69.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.0% | +0.5% | -1.0% |
| 7D | -4.8% | +3.2% | -8.0% | -5.5% |
| 30D | -5.1% | -9.5% | +4.4% | -3.2% |
| 3M | +6.4% | -28.5% | +34.9% | +13.7% |
| 6M | -5.6% | -10.0% | +4.3% | -5.6% |
| YTD | +11.0% | +36.7% | -25.8% | -0.8% |
| 1Y | +16.8% | +2.6% | +14.2% | +11.3% |
| 3Y | +44.0% | +61.9% | -17.9% | +19.0% |
| 5Y | +11.0% | -59.0% | +70.0% | +14.3% |
| All | +11.0% | -58.2% | +69.2% | +14.3% |
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 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