+317.1%
HL vs GNRC
+2,020.8%
-1,703.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.6% | -1.4% | -3.2% |
| 7D | -5.6% | -0.7% | -4.9% | -5.4% |
| 30D | +12.7% | -15.8% | +28.6% | +18.3% |
| 3M | +42.5% | -24.0% | +66.5% | +53.1% |
| 6M | -9.0% | -13.8% | +4.8% | -6.3% |
| YTD | +4.4% | +33.2% | -28.8% | -5.2% |
| 1Y | +82.7% | -1.8% | +84.5% | +79.4% |
| 3Y | +406.3% | +57.7% | +348.6% | +323.3% |
| 5Y | +238.2% | -59.7% | +297.9% | +279.6% |
| 10Y | +268.9% | +430.7% | -161.9% | +89.8% |
| All | +317.1% | +2,020.8% | -1,703.7% | +22.1% |
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 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