+133.9%
HL vs GWRE
-25.4%
+159.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -19.9% | +17.4% | -1.2% |
| 7D | +1.5% | -21.1% | +22.6% | +3.0% |
| 30D | +25.1% | +1.3% | +23.8% | +24.6% |
| 3M | +22.9% | +7.4% | +15.5% | +21.9% |
| 6M | -4.9% | +5.6% | -10.5% | -4.5% |
| YTD | +7.8% | -19.2% | +27.0% | +17.5% |
| 1Y | +133.9% | -25.1% | +159.0% | +163.3% |
| All | +133.9% | -25.4% | +159.3% | +163.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling