+4.5%
HD vs GWRE
+14.4%
-9.9%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -1.3% |
| 7D | -3.9% | -30.9% | +27.1% | +1.4% |
| 30D | -13.1% | -20.7% | +7.6% | -10.6% |
| 3M | -3.4% | +20.2% | -23.6% | -7.8% |
| 6M | -12.6% | -11.9% | -0.7% | -12.8% |
| YTD | -9.2% | -30.3% | +21.1% | -5.1% |
| 1Y | -23.9% | -44.6% | +20.7% | -16.3% |
| 3Y | +0.4% | +48.8% | -48.4% | -19.4% |
| 5Y | +4.5% | +14.8% | -10.2% | -13.6% |
| All | +4.5% | +14.4% | -9.9% | -13.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling