+77.6%
HL vs GNRC
+0.9%
+76.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.9% | -4.1% | -2.2% |
| 7D | -4.4% | -0.2% | -4.2% | -4.3% |
| 30D | +9.3% | -15.7% | +25.0% | +15.8% |
| 3M | +32.0% | -27.3% | +59.3% | +45.4% |
| 6M | -6.4% | -12.1% | +5.6% | -3.8% |
| YTD | +3.1% | +37.1% | -34.0% | -8.9% |
| 1Y | +77.6% | -0.5% | +78.0% | +72.1% |
| All | +77.6% | +0.9% | +76.7% | +72.1% |
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