+390.3%
HWM vs GNRC
+61.2%
+329.1%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.4% | +0.9% |
| 7D | -8.0% | +3.2% | -11.2% | -8.7% |
| 30D | -18.0% | -9.5% | -8.5% | -16.5% |
| 3M | -9.5% | -28.5% | +19.1% | -3.7% |
| 6M | -8.4% | -10.0% | +1.6% | -8.2% |
| YTD | +13.6% | +36.7% | -23.1% | +3.3% |
| 1Y | +30.2% | +2.6% | +27.7% | +25.3% |
| All | +390.3% | +61.2% | +329.1% | +314.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling