+1,089.0%
GLW vs HDB
+4,142.9%
-3,053.9%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.8% | +0.8% | +2.0% |
| 7D | -13.9% | +13.3% | -27.3% | -17.9% |
| 30D | -35.0% | +13.6% | -48.5% | -38.1% |
| 3M | -32.4% | +5.8% | -38.1% | -34.1% |
| 6M | -41.3% | -1.9% | -39.4% | -41.6% |
| YTD | +21.8% | -31.2% | +53.0% | +37.7% |
| 1Y | +21.8% | -29.6% | +51.4% | +36.4% |
| 3Y | +307.7% | -10.1% | +317.8% | +309.9% |
| 5Y | +213.7% | -24.3% | +238.0% | +229.6% |
| 10Y | +509.3% | +59.3% | +450.0% | +368.9% |
| All | +1,089.0% | +4,142.9% | -3,053.9% | +241.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling