+256.7%
HST vs GNRC
+2,120.5%
-1,863.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -0.3% |
| 7D | +2.0% | +4.8% | -2.9% | +0.7% |
| 30D | -5.2% | -10.4% | +5.1% | -2.7% |
| 3M | -6.2% | -28.5% | +22.2% | +1.1% |
| 6M | +20.4% | -6.8% | +27.2% | +19.9% |
| YTD | +30.6% | +39.5% | -8.9% | +15.6% |
| 1Y | +37.4% | +3.4% | +34.0% | +30.4% |
| 3Y | +66.1% | +65.1% | +1.0% | +33.8% |
| 5Y | +73.7% | -57.1% | +130.8% | +88.1% |
| 10Y | +99.8% | +432.5% | -332.7% | -4.2% |
| All | +256.7% | +2,120.5% | -1,863.9% | -9.3% |
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 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