+28.6%
GLW vs HAS
+60.2%
-31.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.7% | -4.0% | -3.4% |
| 7D | -11.1% | +3.3% | -14.4% | -11.3% |
| 30D | -28.4% | +30.5% | -59.0% | -30.1% |
| 3M | -28.8% | +29.9% | -58.7% | -30.5% |
| 6M | -39.8% | +26.5% | -66.4% | -41.5% |
| YTD | +28.7% | +51.9% | -23.2% | +11.0% |
| All | +28.6% | +60.2% | -31.6% | +10.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling