+35.7%
HST vs GNRC
+6.8%
+28.9%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.4% | -2.1% | 0.0% |
| 7D | -1.0% | +1.9% | -3.0% | -1.2% |
| 30D | -12.3% | -13.8% | +1.6% | -11.0% |
| 3M | -6.4% | -32.6% | +26.3% | -2.8% |
| 6M | +15.0% | -15.2% | +30.2% | +15.7% |
| YTD | +30.5% | +37.4% | -6.9% | +26.4% |
| 1Y | +35.7% | +5.1% | +30.5% | +31.3% |
| All | +35.7% | +6.8% | +28.9% | +31.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling