+339.2%
GLW vs HLT
+133.3%
+205.9%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.1% | -4.4% | -4.4% |
| 7D | +7.7% | +0.7% | +7.0% | +7.4% |
| 30D | -18.8% | +13.7% | -32.6% | -23.5% |
| 3M | -27.7% | +16.3% | -44.1% | -32.7% |
| 6M | -44.4% | +19.9% | -64.4% | -49.6% |
| YTD | +31.3% | +30.1% | +1.2% | +14.6% |
| 1Y | +40.0% | +38.5% | +1.5% | +18.1% |
| 3Y | +339.2% | +131.0% | +208.2% | +185.7% |
| All | +339.2% | +133.3% | +205.9% | +185.7% |
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