+542.4%
GLW vs HDB
+61.5%
+480.9%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +2.7% | +6.6% | +8.2% |
| 7D | -5.9% | +13.7% | -19.6% | -10.6% |
| 30D | -26.0% | +15.8% | -41.8% | -30.4% |
| 3M | -29.9% | +9.2% | -39.1% | -32.6% |
| 6M | -37.8% | +3.2% | -40.9% | -39.2% |
| YTD | +33.1% | -29.4% | +62.5% | +50.6% |
| 1Y | +36.8% | -27.9% | +64.8% | +53.4% |
| 3Y | +356.1% | -5.9% | +362.0% | +348.6% |
| 5Y | +243.8% | -23.5% | +267.3% | +259.9% |
| 10Y | +542.4% | +61.3% | +481.1% | +374.1% |
| All | +542.4% | +61.5% | +480.9% | +374.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling