+867.9%
GLW vs HBM
+625.8%
+242.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.1% | +1.7% |
| 7D | +16.9% | +5.5% | +11.4% | +15.4% |
| 30D | +7.0% | +3.3% | +3.7% | +6.0% |
| 3M | -3.0% | +12.7% | -15.6% | -5.8% |
| 6M | +31.0% | +28.2% | +2.8% | +23.5% |
| YTD | +93.4% | +45.3% | +48.1% | +76.8% |
| 1Y | +134.7% | +121.7% | +13.0% | +95.3% |
| 3Y | +471.8% | +523.5% | -51.7% | +265.1% |
| 5Y | +394.5% | +393.9% | +0.6% | +213.4% |
| 10Y | +867.9% | +647.9% | +220.0% | +393.4% |
| All | +867.9% | +625.8% | +242.1% | +393.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling