+526.0%
GLW vs HPE
+370.3%
+155.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.7% | -0.6% | -2.4% |
| 7D | +7.7% | +7.9% | -0.1% | +3.9% |
| 30D | -18.8% | -23.5% | +4.6% | -7.0% |
| 3M | -27.7% | -19.1% | -8.7% | -20.1% |
| 6M | -44.4% | +51.4% | -95.8% | -55.0% |
| YTD | +31.3% | +103.4% | -72.2% | -8.6% |
| 1Y | +40.0% | +114.4% | -74.3% | -5.0% |
| 3Y | +339.2% | +224.7% | +114.6% | +125.7% |
| 5Y | +229.2% | +277.8% | -48.6% | +51.4% |
| All | +526.0% | +370.3% | +155.7% | +137.5% |
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