+526.0%
GLW vs HRB
+221.6%
+304.4%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.4% | -2.9% | -4.1% |
| 7D | +7.7% | -5.1% | +12.8% | +8.6% |
| 30D | -18.8% | +8.7% | -27.5% | -20.3% |
| 3M | -27.7% | -5.4% | -22.3% | -27.6% |
| 6M | -44.4% | +41.6% | -86.0% | -49.3% |
| YTD | +31.3% | +18.7% | +12.6% | +23.3% |
| 1Y | +40.0% | +16.4% | +23.6% | +32.0% |
| 3Y | +339.2% | +22.0% | +317.3% | +293.9% |
| 5Y | +229.2% | +141.2% | +88.0% | +129.0% |
| All | +526.0% | +221.6% | +304.4% | +271.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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