+344.8%
HDB vs GNRC
+2,120.5%
-1,775.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.5% | -4.5% | -3.3% |
| 7D | -2.0% | +4.8% | -6.9% | -2.8% |
| 30D | -4.9% | -10.4% | +5.5% | -3.3% |
| 3M | -2.3% | -28.5% | +26.2% | +2.4% |
| 6M | -23.7% | -6.8% | -17.0% | -23.9% |
| YTD | -38.5% | +39.5% | -78.0% | -43.0% |
| 1Y | -36.5% | +3.4% | -39.9% | -38.5% |
| 3Y | -28.5% | +65.1% | -93.6% | -38.3% |
| 5Y | -37.4% | -57.1% | +19.7% | -33.8% |
| 10Y | +34.0% | +432.5% | -398.5% | -17.4% |
| All | +344.8% | +2,120.5% | -1,775.7% | +85.8% |
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