+459.7%
GLW vs HLT
+99.0%
+360.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.2% | -2.9% | -3.1% |
| 7D | +11.7% | -2.6% | +14.3% | +13.0% |
| 30D | +2.7% | -2.6% | +5.3% | +3.8% |
| 3M | -2.8% | -9.4% | +6.6% | +1.4% |
| 6M | +20.2% | +2.7% | +17.4% | +17.5% |
| YTD | +87.3% | +6.8% | +80.5% | +79.2% |
| 1Y | +119.6% | +12.4% | +107.2% | +104.0% |
| All | +459.7% | +99.0% | +360.7% | +297.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling