+521.8%
GLW vs HAS
+102.6%
+419.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.7% | -4.0% | -3.5% |
| 7D | -11.1% | +3.3% | -14.4% | -12.0% |
| 30D | -28.4% | +30.5% | -59.0% | -34.8% |
| 3M | -28.8% | +29.9% | -58.7% | -35.3% |
| 6M | -39.8% | +26.5% | -66.4% | -45.3% |
| YTD | +28.7% | +51.9% | -23.2% | +9.0% |
| 1Y | +27.7% | +60.9% | -33.2% | +6.0% |
| 3Y | +331.3% | +215.0% | +116.4% | +169.9% |
| 5Y | +233.4% | +51.5% | +181.9% | +170.3% |
| 10Y | +521.8% | +102.2% | +419.5% | +326.3% |
| All | +521.8% | +102.6% | +419.2% | +326.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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