+51.7%
GWRE vs HRB
+25.9%
+25.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.4% |
| 7D | -13.2% | -8.0% | -5.2% | -10.5% |
| 30D | -18.6% | -16.0% | -2.6% | -13.3% |
| 3M | +18.9% | +26.9% | -8.0% | +10.7% |
| 6M | -11.0% | +51.1% | -62.1% | -20.5% |
| YTD | -29.9% | +7.1% | -36.9% | -34.8% |
| 1Y | -44.3% | -9.6% | -34.7% | -47.4% |
| 3Y | +51.7% | +25.4% | +26.3% | +29.1% |
| All | +51.7% | +25.9% | +25.8% | +29.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling