+1,238.8%
GLW vs HDB
+4,239.1%
-3,000.3%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.4% |
| 7D | +15.5% | +4.1% | +11.4% | +14.0% |
| 30D | -19.6% | +13.0% | -32.5% | -23.3% |
| 3M | -28.5% | +11.3% | -39.7% | -31.5% |
| 6M | -39.5% | +6.9% | -46.5% | -41.5% |
| YTD | +37.2% | -29.6% | +66.8% | +53.9% |
| 1Y | +35.4% | -29.5% | +64.9% | +51.7% |
| 3Y | +359.7% | -8.1% | +367.8% | +358.9% |
| 5Y | +244.0% | -23.4% | +267.4% | +260.1% |
| 10Y | +556.7% | +62.9% | +493.8% | +401.7% |
| All | +1,238.8% | +4,239.1% | -3,000.3% | +281.5% |
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 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