+228.7%
HL vs GNRC
-58.7%
+287.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.9% | -4.1% | -2.0% |
| 7D | -4.4% | -0.2% | -4.2% | -4.3% |
| 30D | +9.3% | -15.7% | +25.0% | +14.4% |
| 3M | +32.0% | -27.3% | +59.3% | +42.8% |
| 6M | -6.4% | -12.1% | +5.6% | -4.2% |
| YTD | +3.1% | +37.1% | -34.0% | -6.2% |
| 1Y | +77.6% | -0.5% | +78.0% | +74.1% |
| 3Y | +392.8% | +61.5% | +331.3% | +317.1% |
| All | +228.7% | -58.7% | +287.4% | +230.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling