+542.4%
GLW vs HAS
+106.1%
+436.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +1.7% | +7.6% | +8.7% |
| 7D | -5.9% | +2.2% | -8.0% | -6.5% |
| 30D | -26.0% | +29.6% | -55.6% | -32.4% |
| 3M | -29.9% | +30.3% | -60.2% | -36.4% |
| 6M | -37.8% | +25.6% | -63.4% | -43.3% |
| YTD | +33.1% | +50.8% | -17.7% | +13.1% |
| 1Y | +36.8% | +63.0% | -26.2% | +13.1% |
| 3Y | +356.1% | +211.6% | +144.5% | +186.5% |
| 5Y | +243.8% | +50.4% | +193.4% | +179.4% |
| 10Y | +542.4% | +101.9% | +440.5% | +341.4% |
| All | +542.4% | +106.1% | +436.3% | +341.4% |
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