+1,628.7%
GLW vs HDB
+3,812.1%
-2,183.5%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.4% | +6.1% | +5.8% |
| 7D | +3.8% | +0.4% | +3.3% | +3.6% |
| 30D | -1.3% | -2.8% | +1.5% | -0.5% |
| 3M | -21.8% | -3.5% | -18.3% | -21.2% |
| 6M | +6.9% | -24.7% | +31.6% | +17.6% |
| YTD | +77.2% | -36.6% | +113.7% | +106.9% |
| 1Y | +123.2% | -34.4% | +157.6% | +156.8% |
| 3Y | +400.0% | -24.4% | +424.4% | +436.4% |
| 5Y | +342.8% | -35.4% | +378.2% | +393.8% |
| 10Y | +771.4% | +39.5% | +731.8% | +605.3% |
| All | +1,628.7% | +3,812.1% | -2,183.5% | +412.9% |
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