+640.6%
HWM vs GNRC
-60.2%
+700.8%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.6% | +0.6% | -1.5% |
| 7D | -12.5% | -0.7% | -11.8% | -12.4% |
| 30D | -19.0% | -15.8% | -3.2% | -16.3% |
| 3M | -8.6% | -24.0% | +15.4% | -4.2% |
| 6M | -10.2% | -13.8% | +3.6% | -8.9% |
| YTD | +11.3% | +33.2% | -21.9% | +2.8% |
| 1Y | +24.3% | -1.8% | +26.1% | +21.3% |
| 3Y | +382.3% | +57.7% | +324.5% | +315.5% |
| 5Y | +640.6% | -59.7% | +700.4% | +617.9% |
| All | +640.6% | -60.2% | +700.8% | +617.9% |
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