+876.9%
HD vs GWRE
+793.8%
+83.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -7.8% | +5.5% | -0.8% |
| 7D | -1.2% | -25.6% | +24.4% | +3.7% |
| 30D | -11.1% | -12.2% | +1.1% | -9.7% |
| 3M | +2.0% | +17.7% | -15.7% | -2.5% |
| 6M | -10.5% | -11.3% | +0.9% | -10.8% |
| YTD | -6.9% | -25.5% | +18.7% | -4.4% |
| 1Y | -23.2% | -42.8% | +19.6% | -16.7% |
| 3Y | +3.1% | +59.0% | -55.9% | -13.5% |
| 5Y | +7.4% | +21.6% | -14.2% | -7.1% |
| 10Y | +205.0% | +139.2% | +65.8% | +127.1% |
| All | +876.9% | +793.8% | +83.1% | +577.1% |
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 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