+1,237.2%
GLW vs HLT
+637.7%
+599.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -2.2% | +9.7% | +8.6% |
| 7D | +14.0% | -2.4% | +16.4% | +15.3% |
| 30D | +0.4% | -4.1% | +4.4% | +2.3% |
| 3M | -11.3% | -10.6% | -0.8% | -6.8% |
| 6M | +35.1% | +2.0% | +33.0% | +33.0% |
| YTD | +90.5% | +6.1% | +84.4% | +83.5% |
| 1Y | +132.0% | +9.8% | +122.2% | +118.6% |
| 3Y | +463.3% | +99.0% | +364.3% | +290.8% |
| 5Y | +382.5% | +151.5% | +231.0% | +188.9% |
| 10Y | +837.6% | +561.1% | +276.5% | +240.5% |
| All | +1,237.2% | +637.7% | +599.5% | +366.9% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling