+1,559.5%
HWM vs GNRC
+389.1%
+1,170.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.9% | -2.2% | -0.1% |
| 7D | -11.4% | -0.2% | -11.2% | -11.5% |
| 30D | -18.5% | -15.7% | -2.7% | -14.6% |
| 3M | -13.2% | -27.3% | +14.2% | -6.0% |
| 6M | -8.7% | -12.1% | +3.4% | -7.5% |
| YTD | +12.2% | +37.1% | -25.0% | -1.2% |
| 1Y | +24.9% | -0.5% | +25.4% | +19.8% |
| 3Y | +383.9% | +61.5% | +322.4% | +282.8% |
| 5Y | +646.1% | -58.6% | +704.7% | +775.7% |
| All | +1,559.5% | +389.1% | +1,170.3% | +392.7% |
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