+1,111.2%
GLW vs HPE
+545.6%
+565.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -4.5% | +10.2% | +7.8% |
| 7D | +3.8% | -0.6% | +4.4% | +3.8% |
| 30D | -1.3% | -2.3% | +0.9% | -0.7% |
| 3M | -21.8% | -2.9% | -18.9% | -20.6% |
| 6M | +6.9% | +143.6% | -136.7% | -29.4% |
| YTD | +77.2% | +118.5% | -41.4% | +22.1% |
| 1Y | +123.2% | +129.2% | -6.0% | +49.8% |
| 3Y | +400.0% | +212.5% | +187.5% | +174.4% |
| 5Y | +342.8% | +286.9% | +55.9% | +113.5% |
| 10Y | +771.4% | +432.3% | +339.0% | +246.7% |
| All | +1,111.2% | +545.6% | +565.6% | +344.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling