+3,093.2%
GLW vs HAL
+499.3%
+2,593.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.3% | +2.9% | +2.7% |
| 7D | -13.9% | -12.0% | -2.0% | -10.9% |
| 30D | -35.0% | +0.3% | -35.3% | -35.0% |
| 3M | -32.4% | -1.6% | -30.7% | -32.3% |
| 6M | -41.3% | -20.5% | -20.9% | -38.0% |
| YTD | +21.8% | +14.2% | +7.6% | +16.3% |
| 1Y | +21.8% | +18.9% | +3.0% | +15.0% |
| 3Y | +307.7% | -13.7% | +321.4% | +308.2% |
| 5Y | +213.7% | +42.2% | +171.5% | +162.3% |
| 10Y | +509.3% | -16.7% | +526.0% | +411.0% |
| All | +3,093.2% | +499.3% | +2,593.9% | +1,381.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling