+577.9%
HWM vs GNRC
-57.0%
+634.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.8% |
| 7D | +7.3% | +7.9% | -0.6% | +5.6% |
| 30D | +1.6% | -3.7% | +5.3% | +2.4% |
| 3M | -21.9% | -11.9% | -9.9% | -20.3% |
| 6M | -19.0% | -28.6% | +9.6% | -14.6% |
| YTD | +7.9% | +39.9% | -31.9% | -2.0% |
| 1Y | +9.9% | +23.4% | -13.4% | +2.1% |
| 3Y | +342.1% | +84.2% | +257.9% | +266.5% |
| All | +577.9% | -57.0% | +634.9% | +519.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling