+421.2%
GLW vs HBM
+478.3%
-57.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.9% | +6.6% | +6.0% |
| 7D | +3.8% | -6.4% | +10.1% | +5.9% |
| 30D | -1.3% | +5.9% | -7.3% | -3.4% |
| 3M | -21.8% | -8.9% | -12.9% | -20.3% |
| 6M | +6.9% | +10.7% | -3.8% | +2.6% |
| YTD | +77.2% | +38.3% | +38.9% | +61.6% |
| 1Y | +123.2% | +121.3% | +1.9% | +85.1% |
| All | +421.2% | +478.3% | -57.1% | +236.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling