+126.9%
GWRE vs HRB
+209.1%
-82.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.5% |
| 7D | -13.2% | -8.0% | -5.2% | -11.3% |
| 30D | -18.6% | -16.0% | -2.6% | -14.8% |
| 3M | +18.9% | +26.9% | -8.0% | +12.7% |
| 6M | -11.0% | +51.1% | -62.1% | -18.9% |
| YTD | -29.9% | +7.1% | -36.9% | -31.7% |
| 1Y | -44.3% | -9.6% | -34.7% | -44.0% |
| 3Y | +51.7% | +25.4% | +26.3% | +39.9% |
| 5Y | +15.4% | +114.9% | -99.5% | -6.5% |
| All | +126.9% | +209.1% | -82.3% | +63.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling