+1,559.5%
HWM vs GWRE
+146.1%
+1,413.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.2% | +0.6% |
| 7D | -11.4% | -13.2% | +1.8% | -8.2% |
| 30D | -18.5% | -18.6% | +0.1% | -15.0% |
| 3M | -13.2% | +18.9% | -32.1% | -19.3% |
| 6M | -8.7% | -11.0% | +2.3% | -9.9% |
| YTD | +12.2% | -29.9% | +42.1% | +18.4% |
| 1Y | +24.9% | -44.3% | +69.2% | +42.1% |
| 3Y | +383.9% | +51.7% | +332.3% | +270.1% |
| 5Y | +646.1% | +15.4% | +630.7% | +516.0% |
| All | +1,559.5% | +146.1% | +1,413.3% | +873.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling