+123.2%
GLW vs HLT
+13.1%
+110.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.0% | +6.7% | +6.0% |
| 7D | +3.8% | -3.3% | +7.1% | +4.9% |
| 30D | -1.3% | -4.1% | +2.7% | -0.2% |
| 3M | -21.8% | -7.9% | -13.9% | -19.8% |
| 6M | +6.9% | +2.2% | +4.7% | +4.5% |
| YTD | +77.2% | +8.5% | +68.7% | +71.9% |
| 1Y | +123.2% | +12.1% | +111.1% | +115.8% |
| All | +123.2% | +13.1% | +110.2% | +115.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HLT.
Daily Out/Under-Performance
Portfolio return minus HLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HLT 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 1y: compounded portfolio wealth divided by compounded HLT 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…
1y analysis · Full analysis span regression · 6 months rolling