+109.0%
HST vs GNRC
+448.8%
-339.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.9% | -2.5% | -0.3% |
| 7D | +0.9% | -0.2% | +1.1% | +0.9% |
| 30D | -2.5% | -15.7% | +13.3% | +1.6% |
| 3M | -5.1% | -27.3% | +22.2% | +1.8% |
| 6M | +21.6% | -12.1% | +33.7% | +22.8% |
| YTD | +31.6% | +37.1% | -5.5% | +17.2% |
| 1Y | +36.1% | -0.5% | +36.6% | +30.6% |
| 3Y | +66.5% | +61.5% | +4.9% | +34.9% |
| 5Y | +76.6% | -58.6% | +135.2% | +96.5% |
| All | +109.0% | +448.8% | -339.8% | -5.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling