+634.9%
HLT vs GNRC
+259.6%
+375.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.9% | -2.9% | -0.7% |
| 7D | -1.6% | -0.2% | -1.4% | -1.6% |
| 30D | -5.0% | -15.7% | +10.7% | -1.6% |
| 3M | -10.4% | -27.3% | +16.9% | -4.8% |
| 6M | +3.2% | -12.1% | +15.3% | +3.9% |
| YTD | +6.7% | +37.1% | -30.4% | -3.8% |
| 1Y | +10.3% | -0.5% | +10.7% | +6.1% |
| 3Y | +99.3% | +61.5% | +37.8% | +65.2% |
| 5Y | +143.7% | -58.6% | +202.3% | +165.1% |
| 10Y | +584.7% | +446.3% | +138.5% | +255.2% |
| All | +634.9% | +259.6% | +375.3% | +292.9% |
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