+526.0%
GLW vs HBM
+281.1%
+244.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.1% | -3.2% | -4.0% |
| 7D | +7.7% | +2.2% | +5.5% | +7.2% |
| 30D | -18.8% | -11.8% | -7.0% | -16.0% |
| 3M | -27.7% | -19.2% | -8.5% | -23.6% |
| 6M | -44.4% | -22.9% | -21.6% | -40.6% |
| YTD | +31.3% | +7.8% | +23.5% | +29.6% |
| 1Y | +40.0% | +34.9% | +5.1% | +31.5% |
| 3Y | +339.2% | +422.2% | -83.0% | +194.2% |
| 5Y | +229.2% | +192.8% | +36.4% | +136.2% |
| All | +526.0% | +281.1% | +244.8% | +248.1% |
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