+329.8%
HAS vs GWRE
+869.7%
-539.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -19.9% | +19.4% | +3.0% |
| 7D | -1.8% | -21.1% | +19.3% | +1.8% |
| 30D | +2.3% | +1.3% | +1.0% | +1.3% |
| 3M | +10.4% | +7.4% | +2.9% | +7.4% |
| 6M | -3.2% | +5.6% | -8.8% | -6.7% |
| YTD | +15.4% | -19.2% | +34.6% | +16.7% |
| 1Y | +18.8% | -25.1% | +43.9% | +21.2% |
| 3Y | +43.9% | +87.7% | -43.8% | +18.1% |
| 5Y | +13.9% | +32.0% | -18.1% | -2.1% |
| 10Y | +56.4% | +157.8% | -101.4% | +18.5% |
| All | +329.8% | +869.7% | -539.9% | +250.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling