+867.9%
GLW vs HIG
+314.4%
+553.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.8% | +1.2% |
| 7D | +16.9% | -0.5% | +17.4% | +17.0% |
| 30D | +7.0% | -2.8% | +9.8% | +8.0% |
| 3M | -3.0% | +6.3% | -9.3% | -6.4% |
| 6M | +31.0% | -0.1% | +31.1% | +28.8% |
| YTD | +93.4% | +0.4% | +93.0% | +89.4% |
| 1Y | +134.7% | +6.2% | +128.5% | +123.4% |
| 3Y | +471.8% | +101.6% | +370.2% | +302.0% |
| 5Y | +394.5% | +119.8% | +274.6% | +232.1% |
| 10Y | +867.9% | +311.7% | +556.2% | +421.3% |
| All | +867.9% | +314.4% | +553.6% | +421.3% |
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