+1,357.4%
GLW vs HBM
+471.0%
+886.4%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.7% | +0.4% | -2.4% |
| 7D | -11.1% | +2.4% | -13.5% | -11.4% |
| 30D | -28.4% | -16.0% | -12.5% | -25.4% |
| 3M | -28.8% | -21.3% | -7.5% | -24.6% |
| 6M | -39.8% | -12.2% | -27.6% | -37.8% |
| YTD | +28.7% | +10.7% | +18.1% | +26.2% |
| 1Y | +27.7% | +30.3% | -2.6% | +21.0% |
| 3Y | +331.3% | +432.2% | -100.9% | +192.6% |
| 5Y | +233.4% | +218.8% | +14.6% | +138.2% |
| 10Y | +521.8% | +281.4% | +240.4% | +260.9% |
| All | +1,357.4% | +471.0% | +886.4% | +440.2% |
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 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