+12.0%
HSY vs GWRE
+15.1%
-3.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.6% |
| 7D | +0.1% | -13.2% | +13.3% | +0.1% |
| 30D | -5.2% | -18.6% | +13.4% | -5.1% |
| 3M | -3.4% | +18.9% | -22.3% | -3.2% |
| 6M | -19.2% | -11.0% | -8.2% | -19.4% |
| YTD | -2.6% | -29.9% | +27.3% | -2.8% |
| 1Y | -3.8% | -44.3% | +40.6% | -4.0% |
| 3Y | -10.6% | +51.7% | -62.3% | -12.5% |
| All | +12.0% | +15.1% | -3.0% | +10.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling