+394.5%
GLW vs HL
+246.5%
+148.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.9% | -0.4% | +1.2% |
| 7D | +16.9% | +0.4% | +16.5% | +16.7% |
| 30D | +7.0% | +18.8% | -11.8% | +3.2% |
| 3M | -3.0% | +43.7% | -46.7% | -9.7% |
| 6M | +31.0% | -1.0% | +32.0% | +29.5% |
| YTD | +93.4% | +8.7% | +84.7% | +86.9% |
| 1Y | +134.7% | +105.0% | +29.7% | +107.3% |
| 3Y | +471.8% | +427.3% | +44.5% | +330.5% |
| 5Y | +394.5% | +249.3% | +145.2% | +272.3% |
| All | +394.5% | +246.5% | +148.0% | +272.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling