+562.0%
GLW vs HDB
+64.3%
+497.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.2% | +7.3% | +7.4% |
| 7D | +1.4% | +6.9% | -5.5% | -1.2% |
| 30D | -18.2% | +15.2% | -33.4% | -22.9% |
| 3M | -24.2% | +11.7% | -35.9% | -27.7% |
| 6M | -41.7% | +7.5% | -49.2% | -43.9% |
| YTD | +38.3% | -28.8% | +67.1% | +56.0% |
| 1Y | +38.2% | -29.1% | +67.3% | +55.9% |
| 3Y | +363.4% | -7.0% | +370.4% | +358.2% |
| 5Y | +254.6% | -22.1% | +276.6% | +268.3% |
| 10Y | +562.0% | +64.9% | +497.1% | +386.5% |
| All | +562.0% | +64.3% | +497.6% | +386.5% |
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