+14.8%
HAS vs GWRE
+15.1%
-0.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +0.9% | +1.4% |
| 7D | -1.1% | -13.2% | +12.2% | +1.3% |
| 30D | -2.8% | -18.6% | +15.8% | -0.2% |
| 3M | +10.1% | +18.9% | -8.8% | +5.0% |
| 6M | -1.4% | -11.0% | +9.6% | -1.7% |
| YTD | +14.2% | -29.9% | +44.1% | +19.5% |
| 1Y | +18.2% | -44.3% | +62.5% | +30.6% |
| 3Y | +48.6% | +51.7% | -3.1% | +16.9% |
| All | +14.8% | +15.1% | -0.3% | -5.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling