-23.4%
GWRE vs HRB
+16.9%
-40.3%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +4.4% | +1.6% | +3.5% |
| 7D | +2.2% | +16.0% | -13.8% | -6.0% |
| 30D | +4.5% | +32.1% | -27.5% | -10.4% |
| 3M | +6.4% | +21.5% | -15.1% | -4.9% |
| 6M | +18.8% | +82.1% | -63.2% | -11.8% |
| YTD | -15.1% | +31.6% | -46.7% | -35.3% |
| 1Y | -23.4% | +15.9% | -39.3% | -42.1% |
| All | -23.4% | +16.9% | -40.3% | -42.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 1y: compounded portfolio wealth divided by compounded HRB 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…
1y analysis · Full analysis span regression · 6 months rolling