+206.4%
HD vs GWRE
+131.0%
+75.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.9% |
| 7D | -3.8% | -13.2% | +9.4% | -1.1% |
| 30D | -9.4% | -18.6% | +9.1% | -6.5% |
| 3M | -4.6% | +18.9% | -23.5% | -9.6% |
| 6M | -10.1% | -11.0% | +0.9% | -10.7% |
| YTD | -8.3% | -29.9% | +21.6% | -4.1% |
| 1Y | -25.0% | -44.3% | +19.3% | -17.1% |
| 3Y | +1.5% | +51.7% | -50.1% | -18.2% |
| 5Y | +5.6% | +15.4% | -9.9% | -11.3% |
| All | +206.4% | +131.0% | +75.4% | +113.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling