+4,542.6%
GLW vs HAL
+597.8%
+3,944.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.6% | +6.3% | +5.8% |
| 7D | +3.8% | +2.9% | +0.8% | +2.9% |
| 30D | -1.3% | +17.0% | -18.4% | -5.6% |
| 3M | -21.8% | -9.7% | -12.2% | -19.9% |
| 6M | +6.9% | +8.6% | -1.7% | +3.9% |
| YTD | +77.2% | +33.0% | +44.2% | +62.6% |
| 1Y | +123.2% | +68.3% | +54.9% | +91.5% |
| 3Y | +400.0% | +0.1% | +399.9% | +380.2% |
| 5Y | +342.8% | +102.6% | +240.2% | +235.9% |
| 10Y | +771.4% | +3.8% | +767.6% | +588.7% |
| All | +4,542.6% | +597.8% | +3,944.8% | +1,969.2% |
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 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