+526.0%
GLW vs HAL
-13.9%
+539.9%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +3.1% | -7.4% | -5.1% |
| 7D | +7.7% | +6.1% | +1.7% | +6.0% |
| 30D | -18.8% | +2.9% | -21.7% | -19.4% |
| 3M | -27.7% | +3.3% | -31.1% | -28.5% |
| 6M | -44.4% | -16.9% | -27.5% | -41.9% |
| YTD | +31.3% | +21.2% | +10.1% | +23.3% |
| 1Y | +40.0% | +27.5% | +12.5% | +29.7% |
| 3Y | +339.2% | -6.4% | +345.7% | +329.8% |
| 5Y | +229.2% | +58.0% | +171.2% | +164.2% |
| All | +526.0% | -13.9% | +539.9% | +393.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HAL.
Daily Out/Under-Performance
Portfolio return minus HAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAL 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 HAL 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