+208.5%
HUT vs GWRE
-44.7%
+253.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.6% | +8.2% | +9.0% |
| 7D | +5.4% | -13.2% | +18.6% | +2.3% |
| 30D | +8.6% | -18.6% | +27.2% | +4.9% |
| 3M | -15.2% | +18.9% | -34.1% | -16.5% |
| 6M | +92.9% | -11.0% | +103.8% | +101.6% |
| YTD | +114.6% | -29.9% | +144.5% | +159.7% |
| 1Y | +208.5% | -44.3% | +252.9% | +354.5% |
| All | +208.5% | -44.7% | +253.2% | +354.5% |
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