+31.7%
HBM vs GWRE
-24.6%
+56.3%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -1.9% | -5.5% | -7.5% |
| 7D | -11.9% | +4.5% | -16.4% | -11.7% |
| 30D | -23.6% | +1.7% | -25.4% | -23.7% |
| 3M | -20.5% | +4.4% | -24.9% | -20.0% |
| 6M | -7.9% | +19.5% | -27.4% | -4.4% |
| YTD | +3.8% | -16.7% | +20.5% | +16.8% |
| 1Y | +31.7% | -24.0% | +55.7% | +58.3% |
| All | +31.7% | -24.6% | +56.3% | +58.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling