+138.2%
HBM vs GWRE
+741.3%
-603.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.7% |
| 7D | -3.3% | -13.2% | +9.9% | +0.9% |
| 30D | -4.8% | -18.6% | +13.8% | 0.0% |
| 3M | -0.4% | +18.9% | -19.3% | -9.9% |
| 6M | +17.9% | -11.0% | +28.8% | +15.7% |
| YTD | +33.7% | -29.9% | +63.6% | +41.4% |
| 1Y | +95.6% | -44.3% | +139.9% | +125.5% |
| 3Y | +458.1% | +51.7% | +406.5% | +317.2% |
| 5Y | +329.0% | +15.4% | +313.6% | +245.9% |
| 10Y | +588.2% | +129.4% | +458.8% | +317.2% |
| All | +138.2% | +741.3% | -603.1% | +9.4% |
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