+634.9%
HLT vs GWRE
+222.2%
+412.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.2% |
| 7D | -1.6% | -13.2% | +11.6% | +1.6% |
| 30D | -5.0% | -18.6% | +13.6% | -1.5% |
| 3M | -10.4% | +18.9% | -29.3% | -16.1% |
| 6M | +3.2% | -11.0% | +14.2% | +2.0% |
| YTD | +6.7% | -29.9% | +36.6% | +11.8% |
| 1Y | +10.3% | -44.3% | +54.6% | +23.0% |
| 3Y | +99.3% | +51.7% | +47.7% | +55.6% |
| 5Y | +143.7% | +15.4% | +128.2% | +101.6% |
| 10Y | +584.7% | +129.4% | +455.3% | +347.6% |
| All | +634.9% | +222.2% | +412.7% | +346.6% |
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