+2,815.0%
GLW vs HIG
+1,002.1%
+1,812.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.2% | +6.8% | +6.0% |
| 7D | +3.8% | +0.3% | +3.5% | +3.7% |
| 30D | -1.3% | -3.2% | +1.9% | -0.7% |
| 3M | -21.8% | +9.1% | -31.0% | -24.1% |
| 6M | +6.9% | -1.8% | +8.7% | +6.4% |
| YTD | +77.2% | +1.8% | +75.4% | +74.5% |
| 1Y | +123.2% | +4.6% | +118.7% | +118.1% |
| 3Y | +400.0% | +101.6% | +298.4% | +313.7% |
| 5Y | +342.8% | +124.5% | +218.3% | +256.7% |
| 10Y | +771.4% | +317.8% | +453.6% | +491.8% |
| All | +2,815.0% | +1,002.1% | +1,812.9% | +1,061.3% |
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 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