+1,519.5%
HD vs GNRC
+2,120.5%
-601.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.5% | -3.8% | -2.6% |
| 7D | -1.2% | +4.8% | -6.0% | -2.2% |
| 30D | -11.1% | -10.4% | -0.8% | -9.2% |
| 3M | +2.0% | -28.5% | +30.5% | +8.6% |
| 6M | -10.5% | -6.8% | -3.7% | -10.8% |
| YTD | -6.9% | +39.5% | -46.3% | -15.8% |
| 1Y | -23.2% | +3.4% | -26.6% | -26.4% |
| 3Y | +3.1% | +65.1% | -62.1% | -13.8% |
| 5Y | +7.4% | -57.1% | +64.5% | +13.4% |
| 10Y | +205.0% | +432.5% | -227.5% | +81.3% |
| All | +1,519.5% | +2,120.5% | -601.0% | +616.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling