+554.2%
GLW vs HL
+136.8%
+417.4%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.5% | +4.7% | 0.0% |
| 7D | +15.5% | -7.6% | +23.1% | +16.9% |
| 30D | -19.6% | -17.5% | -2.1% | -17.4% |
| 3M | -28.5% | -26.2% | -2.3% | -25.6% |
| 6M | -39.5% | -35.1% | -4.4% | -36.1% |
| YTD | +37.2% | -30.4% | +67.6% | +42.7% |
| 1Y | +35.4% | -14.0% | +49.4% | +37.1% |
| 3Y | +359.7% | +256.3% | +103.4% | +283.2% |
| 5Y | +244.0% | +112.5% | +131.5% | +194.3% |
| All | +554.2% | +136.8% | +417.4% | +382.0% |
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