+382.5%
GLW vs HIG
+122.5%
+260.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -2.0% | +9.5% | +8.2% |
| 7D | +14.0% | -1.1% | +15.1% | +14.3% |
| 30D | +0.4% | -4.9% | +5.3% | +1.9% |
| 3M | -11.3% | +6.8% | -18.1% | -14.5% |
| 6M | +35.1% | -1.7% | +36.8% | +34.1% |
| YTD | +90.5% | -0.2% | +90.8% | +87.6% |
| 1Y | +132.0% | +5.7% | +126.3% | +121.2% |
| 3Y | +463.3% | +100.3% | +363.0% | +269.2% |
| 5Y | +382.5% | +118.5% | +264.0% | +192.4% |
| All | +382.5% | +122.5% | +260.0% | +192.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling