+851.8%
GLW vs HLT
+590.2%
+261.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | +7.8% | -1.6% | +9.4% | +8.6% |
| 30D | -0.4% | -5.0% | +4.6% | +2.0% |
| 3M | -5.6% | -10.4% | +4.8% | -0.8% |
| 6M | +26.7% | +3.2% | +23.5% | +24.0% |
| YTD | +91.0% | +6.7% | +84.3% | +83.4% |
| 1Y | +122.4% | +10.3% | +112.1% | +108.9% |
| 3Y | +471.0% | +99.3% | +371.7% | +292.7% |
| 5Y | +385.6% | +143.7% | +242.0% | +191.9% |
| All | +851.8% | +590.2% | +261.6% | +260.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling