+40.6%
GLW vs HDB
-32.8%
+73.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +5.6% | -11.4% | -7.8% |
| 7D | -9.5% | +12.9% | -22.4% | -13.9% |
| 30D | -25.5% | +10.0% | -35.5% | -28.5% |
| 3M | -25.6% | +1.8% | -27.4% | -26.1% |
| 6M | -25.5% | -2.1% | -23.4% | -25.6% |
| YTD | +36.4% | -33.4% | +69.8% | +57.9% |
| 1Y | +40.6% | -32.9% | +73.5% | +62.0% |
| All | +40.6% | -32.8% | +73.4% | +62.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 1y: compounded portfolio wealth divided by compounded HDB 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…
1y analysis · Full analysis span regression · 6 months rolling