+233.4%
GLW vs HL
+128.5%
+104.9%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -7.3% | +4.0% | -1.9% |
| 7D | -11.1% | +8.2% | -19.3% | -12.6% |
| 30D | -28.4% | -16.3% | -12.1% | -26.1% |
| 3M | -28.8% | -18.6% | -10.2% | -26.3% |
| 6M | -39.8% | -23.2% | -16.6% | -37.3% |
| YTD | +28.7% | -25.5% | +54.2% | +33.4% |
| 1Y | +27.7% | -4.8% | +32.5% | +27.9% |
| 3Y | +331.3% | +281.4% | +49.9% | +248.9% |
| 5Y | +233.4% | +137.8% | +95.6% | +185.6% |
| All | +233.4% | +128.5% | +104.9% | +185.6% |
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