+542.4%
GLW vs HAL
-18.5%
+560.9%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +0.1% | +9.1% | +9.2% |
| 7D | -5.9% | -7.9% | +2.0% | -3.7% |
| 30D | -26.0% | -2.1% | -23.9% | -25.5% |
| 3M | -29.9% | +0.4% | -30.3% | -30.1% |
| 6M | -37.8% | -19.2% | -18.5% | -34.4% |
| YTD | +33.1% | +14.4% | +18.8% | +27.0% |
| 1Y | +36.8% | +18.0% | +18.9% | +29.4% |
| 3Y | +356.1% | -9.7% | +365.8% | +350.6% |
| 5Y | +243.8% | +40.1% | +203.7% | +185.3% |
| 10Y | +542.4% | -19.1% | +561.5% | +415.2% |
| All | +542.4% | -18.5% | +560.9% | +415.2% |
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