+289.4%
HPE vs GWRE
+50.1%
+239.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +0.6% | +11.8% | +12.3% |
| 7D | +19.4% | -13.2% | +32.6% | +22.3% |
| 30D | +5.6% | -18.6% | +24.2% | +9.0% |
| 3M | +33.1% | +18.9% | +14.2% | +24.1% |
| 6M | +192.5% | -11.0% | +203.4% | +192.2% |
| YTD | +160.9% | -29.9% | +190.8% | +177.9% |
| 1Y | +155.0% | -44.3% | +199.3% | +191.7% |
| 3Y | +289.4% | +51.7% | +237.7% | +177.1% |
| All | +289.4% | +50.1% | +239.3% | +177.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling