-44.3%
GWRE vs HRB
-6.2%
-38.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.3% |
| 7D | -13.2% | -8.0% | -5.2% | -9.3% |
| 30D | -18.6% | -16.0% | -2.6% | -10.8% |
| 3M | +18.9% | +26.9% | -8.0% | +5.8% |
| 6M | -11.0% | +51.1% | -62.1% | -25.7% |
| YTD | -29.9% | +7.1% | -36.9% | -40.1% |
| 1Y | -44.3% | -9.6% | -34.7% | -54.4% |
| All | -44.3% | -6.2% | -38.2% | -54.4% |
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