+2,175.7%
GLW vs HIG
+992.6%
+1,183.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.4% | +7.9% | +7.5% |
| 7D | +1.4% | -0.7% | +2.1% | +1.6% |
| 30D | -18.2% | +5.4% | -23.6% | -19.4% |
| 3M | -24.2% | -0.9% | -23.3% | -24.4% |
| 6M | -41.7% | +4.8% | -46.5% | -43.1% |
| YTD | +38.3% | +0.9% | +37.4% | +36.0% |
| 1Y | +38.2% | +6.5% | +31.7% | +34.0% |
| 3Y | +363.4% | +95.7% | +267.6% | +284.8% |
| 5Y | +254.6% | +107.1% | +147.5% | +190.1% |
| 10Y | +562.0% | +262.6% | +299.3% | +362.4% |
| All | +2,175.7% | +992.6% | +1,183.1% | +805.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling