+123.2%
GLW vs HBM
+123.0%
+0.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.9% | +6.6% | +6.2% |
| 7D | +3.8% | -6.4% | +10.1% | +7.1% |
| 30D | -1.3% | +5.9% | -7.3% | -4.6% |
| 3M | -21.8% | -8.9% | -12.9% | -19.9% |
| 6M | +6.9% | +10.7% | -3.8% | -1.4% |
| YTD | +77.2% | +38.3% | +38.9% | +52.1% |
| 1Y | +123.2% | +121.3% | +1.9% | +83.2% |
| All | +123.2% | +123.0% | +0.3% | +83.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 1y: compounded portfolio wealth divided by compounded HBM 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…
1y analysis · Full analysis span regression · 6 months rolling