+44.4%
HAS vs GWRE
+51.5%
-7.1%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.0% | +3.5% | -1.0% |
| 7D | -4.8% | -26.2% | +21.4% | -2.5% |
| 30D | -5.1% | -17.8% | +12.6% | -3.9% |
| 3M | +6.4% | +14.2% | -7.9% | +4.3% |
| 6M | -5.6% | -12.9% | +7.2% | -5.1% |
| YTD | +11.0% | -29.2% | +40.2% | +14.5% |
| 1Y | +16.8% | -44.4% | +61.2% | +25.2% |
| All | +44.4% | +51.5% | -7.1% | +14.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling