+25.0%
HL vs GNRC
+17.5%
+7.5%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | -9.5% | +22.7% | +16.3% |
| 7D | +0.2% | -6.0% | +6.2% | +1.5% |
| 30D | -12.1% | -12.0% | -0.1% | -8.7% |
| 3M | -2.8% | -13.4% | +10.6% | +1.0% |
| 6M | -14.9% | -26.4% | +11.4% | -7.3% |
| YTD | -22.0% | +38.8% | -60.9% | -31.4% |
| 1Y | +25.0% | +20.9% | +4.1% | +14.1% |
| All | +25.0% | +17.5% | +7.5% | +14.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling