+562.0%
GLW vs HPE
+396.4%
+165.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +4.8% | +2.6% | +5.0% |
| 7D | +1.4% | +0.3% | +1.1% | +1.7% |
| 30D | -18.2% | -28.6% | +10.3% | -3.2% |
| 3M | -24.2% | -7.4% | -16.8% | -21.7% |
| 6M | -41.7% | +63.7% | -105.4% | -54.6% |
| YTD | +38.3% | +111.7% | -73.4% | -5.6% |
| 1Y | +38.2% | +123.5% | -85.3% | -8.2% |
| 3Y | +363.4% | +238.7% | +124.7% | +132.9% |
| 5Y | +254.6% | +261.0% | -6.5% | +66.6% |
| 10Y | +562.0% | +390.2% | +171.8% | +146.0% |
| All | +562.0% | +396.4% | +165.6% | +146.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HPE.
Daily Out/Under-Performance
Portfolio return minus HPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HPE 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 HPE 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