+851.8%
GLW vs HL
+273.7%
+578.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.2% | +3.2% | +2.2% |
| 7D | +7.8% | -4.4% | +12.2% | +8.5% |
| 30D | -0.4% | +9.3% | -9.7% | -2.0% |
| 3M | -5.6% | +32.0% | -37.6% | -9.5% |
| 6M | +26.7% | -6.4% | +33.2% | +27.1% |
| YTD | +91.0% | +3.1% | +87.9% | +87.9% |
| 1Y | +122.4% | +77.6% | +44.8% | +104.4% |
| 3Y | +471.0% | +392.8% | +78.2% | +353.9% |
| 5Y | +385.6% | +234.1% | +151.5% | +291.0% |
| All | +851.8% | +273.7% | +578.2% | +567.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HL.
Daily Out/Under-Performance
Portfolio return minus HL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HL 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 10y: compounded portfolio wealth divided by compounded HL 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…
10y analysis · Full analysis span regression · 6 months rolling