+3,273.8%
GLW vs HL
+11.9%
+3,261.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -7.3% | +4.0% | -2.7% |
| 7D | -11.1% | +8.2% | -19.3% | -11.7% |
| 30D | -28.4% | -16.3% | -12.1% | -27.5% |
| 3M | -28.8% | -18.6% | -10.2% | -27.8% |
| 6M | -39.8% | -23.2% | -16.6% | -38.7% |
| YTD | +28.7% | -25.5% | +54.2% | +31.0% |
| 1Y | +27.7% | -4.8% | +32.5% | +27.6% |
| 3Y | +331.3% | +281.4% | +49.9% | +283.9% |
| 5Y | +233.4% | +137.8% | +95.6% | +201.1% |
| 10Y | +521.8% | +135.5% | +386.3% | +429.0% |
| All | +3,273.8% | +11.9% | +3,261.8% | +2,696.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling