+37.0%
HPQ vs GWRE
+50.1%
-13.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +0.6% | +7.8% | +8.3% |
| 7D | +9.8% | -13.2% | +23.0% | +12.6% |
| 30D | +22.4% | -18.6% | +40.9% | +25.6% |
| 3M | +45.2% | +18.9% | +26.3% | +38.1% |
| 6M | +96.4% | -11.0% | +107.4% | +96.2% |
| YTD | +65.4% | -29.9% | +95.3% | +70.1% |
| 1Y | +31.6% | -44.3% | +75.9% | +39.9% |
| 3Y | +37.0% | +51.7% | -14.6% | +25.1% |
| All | +37.0% | +50.1% | -13.1% | +25.1% |
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