+2.6%
HAL vs GWRE
+131.0%
-128.4%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.8% |
| 7D | -3.3% | -13.2% | +9.9% | -0.7% |
| 30D | +8.2% | -18.6% | +26.7% | +11.5% |
| 3M | -9.4% | +18.9% | -28.3% | -14.5% |
| 6M | +0.6% | -11.0% | +11.6% | -0.2% |
| YTD | +28.6% | -29.9% | +58.5% | +34.0% |
| 1Y | +63.9% | -44.3% | +108.2% | +80.5% |
| 3Y | -7.1% | +51.7% | -58.8% | -25.9% |
| 5Y | +102.3% | +15.4% | +86.9% | +73.3% |
| All | +2.6% | +131.0% | -128.4% | -25.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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