+122.4%
GLW vs HLT
+12.2%
+110.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | +7.8% | -1.6% | +9.4% | +8.3% |
| 30D | -0.4% | -5.0% | +4.6% | +1.1% |
| 3M | -5.6% | -10.4% | +4.8% | -2.1% |
| 6M | +26.7% | +3.2% | +23.5% | +23.8% |
| YTD | +91.0% | +6.7% | +84.3% | +85.5% |
| 1Y | +122.4% | +10.3% | +112.1% | +117.8% |
| All | +122.4% | +12.2% | +110.2% | +117.8% |
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