+1,581.2%
HWM vs GWRE
+148.5%
+1,432.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.0% | +5.5% | +1.7% |
| 7D | -8.0% | -26.2% | +18.2% | -1.5% |
| 30D | -18.0% | -17.8% | -0.3% | -14.8% |
| 3M | -9.5% | +14.2% | -23.7% | -14.9% |
| 6M | -8.4% | -12.9% | +4.5% | -9.0% |
| YTD | +13.6% | -29.2% | +42.9% | +19.6% |
| 1Y | +30.2% | -44.4% | +74.7% | +48.4% |
| 3Y | +392.2% | +51.1% | +341.1% | +277.4% |
| 5Y | +645.2% | +16.5% | +628.7% | +513.7% |
| All | +1,581.2% | +148.5% | +1,432.8% | +883.4% |
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