+75.6%
HST vs GWRE
-24.5%
+100.1%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.9% | -4.7% | +1.2% |
| 7D | +3.3% | +2.2% | +1.1% | +3.3% |
| 30D | +16.4% | +4.5% | +11.8% | +16.3% |
| 3M | +5.5% | +6.4% | -1.0% | +5.2% |
| 6M | +31.1% | +18.8% | +12.3% | +30.7% |
| YTD | +55.9% | -15.1% | +71.0% | +55.3% |
| 1Y | +75.6% | -23.4% | +99.0% | +79.8% |
| All | +75.6% | -24.5% | +100.1% | +79.8% |
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