+134.5%
HST vs GWRE
+749.2%
-614.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.0% | +4.9% | +0.9% |
| 7D | -0.3% | -26.2% | +25.9% | +5.6% |
| 30D | -2.8% | -17.8% | +15.0% | +0.3% |
| 3M | -6.5% | +14.2% | -20.7% | -11.1% |
| 6M | +20.7% | -12.9% | +33.6% | +20.1% |
| YTD | +30.5% | -29.2% | +59.7% | +35.6% |
| 1Y | +36.8% | -44.4% | +81.2% | +50.7% |
| 3Y | +65.9% | +51.1% | +14.8% | +34.7% |
| 5Y | +73.9% | +16.5% | +57.4% | +47.0% |
| 10Y | +107.0% | +131.6% | -24.5% | +46.9% |
| All | +134.5% | +749.2% | -614.7% | +43.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling