+1,279.4%
GLW vs HBM
+443.9%
+835.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.6% | +1.0% | +2.2% |
| 7D | -13.9% | -3.6% | -10.3% | -13.1% |
| 30D | -35.0% | -19.2% | -15.8% | -31.6% |
| 3M | -32.4% | -20.5% | -11.8% | -28.6% |
| 6M | -41.3% | -12.8% | -28.5% | -39.3% |
| YTD | +21.8% | +5.4% | +16.4% | +20.7% |
| 1Y | +21.8% | +33.0% | -11.1% | +15.0% |
| 3Y | +307.7% | +357.3% | -49.6% | +185.4% |
| 5Y | +213.7% | +210.4% | +3.3% | +125.3% |
| 10Y | +509.3% | +387.1% | +122.1% | +236.5% |
| All | +1,279.4% | +443.9% | +835.5% | +416.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling