+912.5%
HIG vs GWRE
+741.3%
+171.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.4% |
| 7D | -1.5% | -13.2% | +11.8% | +0.9% |
| 30D | -0.4% | -18.6% | +18.2% | +2.6% |
| 3M | +6.7% | +18.9% | -12.2% | +2.1% |
| 6M | +2.0% | -11.0% | +12.9% | +1.5% |
| YTD | +0.3% | -29.9% | +30.2% | +4.0% |
| 1Y | +4.2% | -44.3% | +48.5% | +12.9% |
| 3Y | +102.2% | +51.7% | +50.6% | +70.5% |
| 5Y | +118.5% | +15.4% | +103.1% | +91.7% |
| 10Y | +311.1% | +129.4% | +181.7% | +193.5% |
| All | +912.5% | +741.3% | +171.1% | +494.8% |
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 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