+421.2%
GLW vs HIG
+103.2%
+318.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.2% | +6.8% | +5.7% |
| 7D | +3.8% | +0.3% | +3.5% | +3.7% |
| 30D | -1.3% | -3.2% | +1.9% | -1.1% |
| 3M | -21.8% | +9.1% | -31.0% | -23.3% |
| 6M | +6.9% | -1.8% | +8.7% | +7.9% |
| YTD | +77.2% | +1.8% | +75.4% | +76.6% |
| 1Y | +123.2% | +4.6% | +118.7% | +120.2% |
| All | +421.2% | +103.2% | +318.1% | +296.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling