+838.0%
GLW vs HPE
+524.4%
+313.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.7% |
| 7D | +15.5% | +13.6% | +2.0% | +8.9% |
| 30D | -19.6% | -27.1% | +7.6% | -6.4% |
| 3M | -28.5% | -14.5% | -14.0% | -23.4% |
| 6M | -39.5% | +66.9% | -106.5% | -52.6% |
| YTD | +37.2% | +111.3% | -74.1% | -4.0% |
| 1Y | +35.4% | +117.5% | -82.1% | -6.5% |
| 3Y | +359.7% | +238.1% | +121.6% | +143.0% |
| 5Y | +244.0% | +292.4% | -48.4% | +65.3% |
| 10Y | +556.7% | +389.3% | +167.4% | +168.5% |
| All | +838.0% | +524.4% | +313.7% | +249.2% |
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