+256.9%
HL vs GRMN
+677.8%
-420.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.2% | -5.4% | -2.9% |
| 7D | -4.4% | +2.4% | -6.8% | -5.3% |
| 30D | +9.3% | -8.5% | +17.8% | +13.1% |
| 3M | +32.0% | +19.5% | +12.5% | +21.1% |
| 6M | -6.4% | +21.2% | -27.6% | -14.4% |
| YTD | +3.1% | +41.0% | -37.9% | -11.1% |
| 1Y | +77.6% | +19.6% | +58.0% | +62.6% |
| 3Y | +392.8% | +183.8% | +209.0% | +185.8% |
| 5Y | +234.1% | +83.0% | +151.1% | +131.4% |
| All | +256.9% | +677.8% | -420.9% | +46.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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