+32.1%
GLW vs HDB
-27.9%
+60.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +2.7% | +6.6% | +8.3% |
| 7D | -5.9% | +13.7% | -19.6% | -10.4% |
| 30D | -26.0% | +15.8% | -41.8% | -30.3% |
| 3M | -29.9% | +9.2% | -39.1% | -32.2% |
| 6M | -37.8% | +3.2% | -40.9% | -38.8% |
| YTD | +33.1% | -29.4% | +62.5% | +51.4% |
| All | +32.1% | -27.9% | +60.0% | +49.4% |
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