+256.9%
HL vs GNRC
+448.8%
-191.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.9% | -4.1% | -2.1% |
| 7D | -4.4% | -0.2% | -4.2% | -4.3% |
| 30D | +9.3% | -15.7% | +25.0% | +14.8% |
| 3M | +32.0% | -27.3% | +59.3% | +43.8% |
| 6M | -6.4% | -12.1% | +5.6% | -4.1% |
| YTD | +3.1% | +37.1% | -34.0% | -7.3% |
| 1Y | +77.6% | -0.5% | +78.0% | +73.5% |
| 3Y | +392.8% | +61.5% | +331.3% | +307.1% |
| 5Y | +234.1% | -58.6% | +292.7% | +278.2% |
| All | +256.9% | +448.8% | -191.9% | +115.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling