+40.0%
HLT vs GWRE
-24.6%
+64.6%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.9% | +0.1% | -1.8% |
| 7D | +3.6% | +4.5% | -1.0% | +3.5% |
| 30D | +14.6% | +1.7% | +12.9% | +14.6% |
| 3M | +13.9% | +4.4% | +9.6% | +14.4% |
| 6M | +18.3% | +19.5% | -1.2% | +19.3% |
| YTD | +28.9% | -16.7% | +45.6% | +33.3% |
| 1Y | +40.0% | -24.0% | +64.1% | +52.0% |
| All | +40.0% | -24.6% | +64.6% | +52.0% |
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