+109.0%
HST vs GWRE
+131.0%
-21.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.3% |
| 7D | +0.9% | -13.2% | +14.1% | +4.0% |
| 30D | -2.5% | -18.6% | +16.1% | +1.0% |
| 3M | -5.1% | +18.9% | -24.0% | -11.2% |
| 6M | +21.6% | -11.0% | +32.6% | +20.2% |
| YTD | +31.6% | -29.9% | +61.5% | +38.1% |
| 1Y | +36.1% | -44.3% | +80.5% | +52.4% |
| 3Y | +66.5% | +51.7% | +14.8% | +27.3% |
| 5Y | +76.6% | +15.4% | +61.1% | +43.3% |
| All | +109.0% | +131.0% | -21.9% | +39.1% |
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 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