+243.8%
GLW vs HIG
+109.3%
+134.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +0.6% | +8.6% | +9.1% |
| 7D | -5.9% | -0.5% | -5.4% | -5.8% |
| 30D | -26.0% | +4.5% | -30.4% | -27.1% |
| 3M | -29.9% | -5.5% | -24.4% | -29.0% |
| 6M | -37.8% | +3.1% | -40.8% | -39.6% |
| YTD | +33.1% | -0.8% | +33.9% | +30.8% |
| 1Y | +36.8% | +6.1% | +30.7% | +29.9% |
| 3Y | +356.1% | +94.1% | +262.0% | +202.6% |
| 5Y | +243.8% | +106.4% | +137.4% | +115.5% |
| All | +243.8% | +109.3% | +134.5% | +115.5% |
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