+463.3%
GLW vs HPE
+250.0%
+213.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +7.7% | -0.2% | +4.1% |
| 7D | +14.0% | +10.1% | +3.9% | +9.0% |
| 30D | +0.4% | +5.3% | -4.9% | -2.2% |
| 3M | -11.3% | +12.7% | -24.0% | -16.0% |
| 6M | +35.1% | +167.7% | -132.6% | -8.4% |
| YTD | +90.5% | +135.5% | -44.9% | +34.9% |
| 1Y | +132.0% | +143.4% | -11.4% | +61.7% |
| 3Y | +463.3% | +249.2% | +214.1% | +233.4% |
| All | +463.3% | +250.0% | +213.3% | +233.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling