+463.3%
GLW vs HL
+411.0%
+52.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -1.1% | +8.6% | +7.8% |
| 7D | +14.0% | +7.1% | +7.0% | +12.2% |
| 30D | +0.4% | +21.4% | -21.1% | -4.1% |
| 3M | -11.3% | +37.4% | -48.8% | -17.5% |
| 6M | +35.1% | +0.4% | +34.7% | +32.6% |
| YTD | +90.5% | +6.7% | +83.9% | +83.6% |
| 1Y | +132.0% | +102.4% | +29.7% | +105.8% |
| 3Y | +463.3% | +417.4% | +45.9% | +338.7% |
| All | +463.3% | +411.0% | +52.3% | +338.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling