+562.0%
GLW vs HIG
+268.2%
+293.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.4% | +7.9% | +7.6% |
| 7D | +1.4% | -0.7% | +2.1% | +1.7% |
| 30D | -18.2% | +5.4% | -23.6% | -20.2% |
| 3M | -24.2% | -0.9% | -23.3% | -24.5% |
| 6M | -41.7% | +4.8% | -46.5% | -44.0% |
| YTD | +38.3% | +0.9% | +37.4% | +34.4% |
| 1Y | +38.2% | +6.5% | +31.7% | +30.9% |
| 3Y | +363.4% | +95.7% | +267.6% | +228.3% |
| 5Y | +254.6% | +107.1% | +147.5% | +142.7% |
| 10Y | +562.0% | +262.6% | +299.3% | +270.3% |
| All | +562.0% | +268.2% | +293.7% | +270.3% |
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