-26.7%
HDB vs GWRE
+50.1%
-76.8%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +0.6% | +6.3% | +6.8% |
| 7D | +0.7% | -13.2% | +13.9% | +1.6% |
| 30D | +1.0% | -18.6% | +19.6% | +2.0% |
| 3M | -2.0% | +18.9% | -20.9% | -3.7% |
| 6M | -18.1% | -11.0% | -7.2% | -18.2% |
| YTD | -36.1% | -29.9% | -6.2% | -35.0% |
| 1Y | -34.0% | -44.3% | +10.3% | -31.6% |
| 3Y | -26.7% | +51.7% | -78.4% | -36.2% |
| All | -26.7% | +50.1% | -76.8% | -36.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling