-26.7%
HDB vs GNRC
+61.6%
-88.3%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +2.9% | +3.9% | +6.7% |
| 7D | +0.7% | -0.2% | +0.9% | +0.7% |
| 30D | +1.0% | -15.7% | +16.7% | +2.0% |
| 3M | -2.0% | -27.3% | +25.4% | -0.2% |
| 6M | -18.1% | -12.1% | -6.1% | -17.9% |
| YTD | -36.1% | +37.1% | -73.2% | -37.5% |
| 1Y | -34.0% | -0.5% | -33.6% | -34.2% |
| 3Y | -26.7% | +61.5% | -88.2% | -31.9% |
| All | -26.7% | +61.6% | -88.3% | -31.9% |
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