+323.1%
HL vs GWRE
+741.3%
-418.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.3% |
| 7D | -4.4% | -13.2% | +8.9% | -1.3% |
| 30D | +9.3% | -18.6% | +27.9% | +13.4% |
| 3M | +32.0% | +18.9% | +13.1% | +23.4% |
| 6M | -6.4% | -11.0% | +4.5% | -7.3% |
| YTD | +3.1% | -29.9% | +33.0% | +8.1% |
| 1Y | +77.6% | -44.3% | +121.9% | +97.9% |
| 3Y | +392.8% | +51.7% | +341.2% | +311.6% |
| 5Y | +234.1% | +15.4% | +218.7% | +189.4% |
| 10Y | +264.5% | +129.4% | +135.0% | +175.9% |
| All | +323.1% | +741.3% | -418.2% | +192.8% |
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