+40.0%
GLW vs HAS
+58.1%
-18.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.8% | -3.5% | -4.2% |
| 7D | +7.7% | +1.4% | +6.4% | +7.7% |
| 30D | -18.8% | +26.3% | -45.1% | -20.4% |
| 3M | -27.7% | +25.6% | -53.3% | -28.9% |
| 6M | -44.4% | +30.3% | -74.7% | -46.5% |
| YTD | +31.3% | +50.4% | -19.1% | +14.6% |
| 1Y | +40.0% | +57.7% | -17.7% | +18.1% |
| All | +40.0% | +58.1% | -18.0% | +18.1% |
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