+65.7%
HST vs GWRE
+49.2%
+16.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +0.6% |
| 7D | +0.7% | -30.9% | +31.6% | +3.1% |
| 30D | -0.7% | -20.7% | +20.0% | +0.5% |
| 3M | -4.0% | +20.2% | -24.2% | -6.3% |
| 6M | +20.7% | -11.9% | +32.5% | +20.7% |
| YTD | +31.0% | -30.3% | +61.3% | +34.6% |
| 1Y | +36.2% | -44.6% | +80.9% | +44.7% |
| All | +65.7% | +49.2% | +16.5% | +35.2% |
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