+493.9%
GLW vs HAS
+101.4%
+392.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.5% | +3.1% | +2.8% |
| 7D | -13.9% | -0.2% | -13.8% | -13.9% |
| 30D | -35.0% | +31.0% | -66.0% | -40.9% |
| 3M | -32.4% | +30.7% | -63.0% | -38.7% |
| 6M | -41.3% | +23.9% | -65.3% | -46.4% |
| YTD | +21.8% | +48.3% | -26.5% | +4.0% |
| 1Y | +21.8% | +60.2% | -38.4% | +1.2% |
| 3Y | +307.7% | +189.2% | +118.5% | +163.1% |
| 5Y | +213.7% | +50.4% | +163.3% | +154.5% |
| All | +493.9% | +101.4% | +392.5% | +310.0% |
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