+433.3%
HUT vs GWRE
+59.9%
+373.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -5.0% | +1.4% | -1.0% |
| 7D | +18.9% | -26.2% | +45.1% | +35.4% |
| 30D | +12.0% | -17.8% | +29.7% | +18.2% |
| 3M | -14.9% | +14.2% | -29.1% | -30.6% |
| 6M | +96.8% | -12.9% | +109.7% | +79.5% |
| YTD | +108.8% | -29.2% | +138.0% | +115.5% |
| 1Y | +227.4% | -44.4% | +271.8% | +307.4% |
| 3Y | +760.3% | +51.1% | +709.2% | +344.0% |
| 5Y | +86.1% | +16.5% | +69.5% | +14.8% |
| All | +433.3% | +59.9% | +373.5% | +188.7% |
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 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