+4.5%
HD vs GNRC
-60.2%
+64.7%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.6% | +1.0% | -1.0% |
| 7D | -3.9% | -0.7% | -3.2% | -3.8% |
| 30D | -13.1% | -15.8% | +2.7% | -10.3% |
| 3M | -3.4% | -24.0% | +20.6% | +0.9% |
| 6M | -12.6% | -13.8% | +1.2% | -11.6% |
| YTD | -9.2% | +33.2% | -42.5% | -16.8% |
| 1Y | -23.9% | -1.8% | -22.1% | -26.2% |
| 3Y | +0.4% | +57.7% | -57.3% | -14.7% |
| 5Y | +4.5% | -59.7% | +64.3% | +4.7% |
| All | +4.5% | -60.2% | +64.7% | +4.7% |
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