+138.4%
HLT vs GNRC
-58.7%
+197.1%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.9% | -2.9% | -0.6% |
| 7D | -1.6% | -0.2% | -1.4% | -1.6% |
| 30D | -5.0% | -15.7% | +10.7% | -2.1% |
| 3M | -10.4% | -27.3% | +16.9% | -5.7% |
| 6M | +3.2% | -12.1% | +15.3% | +3.7% |
| YTD | +6.7% | +37.1% | -30.4% | -2.7% |
| 1Y | +10.3% | -0.5% | +10.7% | +6.5% |
| 3Y | +99.3% | +61.5% | +37.8% | +68.3% |
| All | +138.4% | -58.7% | +197.1% | +152.1% |
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 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