+526.0%
GLW vs HIG
+261.7%
+264.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.4% | -4.7% | -4.5% |
| 7D | +7.7% | +2.6% | +5.1% | +6.6% |
| 30D | -18.8% | +4.2% | -23.0% | -20.4% |
| 3M | -27.7% | +0.2% | -27.9% | -28.3% |
| 6M | -44.4% | +4.6% | -49.0% | -46.6% |
| YTD | +31.3% | +1.1% | +30.2% | +27.5% |
| 1Y | +40.0% | +4.7% | +35.4% | +33.7% |
| 3Y | +339.2% | +95.5% | +243.8% | +211.4% |
| 5Y | +229.2% | +111.7% | +117.5% | +123.3% |
| All | +526.0% | +261.7% | +264.2% | +248.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 10y: compounded portfolio wealth divided by compounded HIG 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…
10y analysis · Full analysis span regression · 6 months rolling