+339.2%
GLW vs HDB
-7.5%
+346.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.5% | -4.8% | -4.4% |
| 7D | +7.7% | +2.7% | +5.0% | +7.0% |
| 30D | -18.8% | +14.1% | -33.0% | -22.1% |
| 3M | -27.7% | +11.8% | -39.6% | -30.2% |
| 6M | -44.4% | +8.2% | -52.6% | -46.0% |
| YTD | +31.3% | -29.3% | +60.6% | +41.8% |
| 1Y | +40.0% | -28.8% | +68.8% | +50.9% |
| 3Y | +339.2% | -7.5% | +346.7% | +339.2% |
| All | +339.2% | -7.5% | +346.7% | +339.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling