+243.8%
HPQ vs GWRE
+131.0%
+112.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +0.6% | +7.8% | +8.2% |
| 7D | +9.8% | -13.2% | +23.0% | +14.1% |
| 30D | +22.4% | -18.6% | +40.9% | +27.8% |
| 3M | +45.2% | +18.9% | +26.3% | +34.8% |
| 6M | +96.4% | -11.0% | +107.4% | +96.4% |
| YTD | +65.4% | -29.9% | +95.3% | +76.3% |
| 1Y | +31.6% | -44.3% | +75.9% | +50.0% |
| 3Y | +37.0% | +51.7% | -14.6% | +7.2% |
| 5Y | +53.0% | +15.4% | +37.6% | +27.5% |
| All | +243.8% | +131.0% | +112.9% | +126.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling