+121.3%
HBM vs GWRE
-25.4%
+146.7%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -19.9% | +19.0% | -0.8% |
| 7D | -6.4% | -21.1% | +14.7% | -6.3% |
| 30D | +5.9% | +1.3% | +4.6% | +6.1% |
| 3M | -8.9% | +7.4% | -16.3% | -7.7% |
| 6M | +10.7% | +5.6% | +5.1% | +13.5% |
| YTD | +38.3% | -19.2% | +57.5% | +48.3% |
| 1Y | +121.3% | -25.1% | +146.5% | +141.1% |
| All | +121.3% | -25.4% | +146.7% | +141.1% |
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