+356.1%
GLW vs HAS
+204.3%
+151.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +1.7% | +7.6% | +8.9% |
| 7D | -5.9% | +2.2% | -8.0% | -6.2% |
| 30D | -26.0% | +29.6% | -55.6% | -29.8% |
| 3M | -29.9% | +30.3% | -60.2% | -33.7% |
| 6M | -37.8% | +25.6% | -63.4% | -41.1% |
| YTD | +33.1% | +50.8% | -17.7% | +19.7% |
| 1Y | +36.8% | +63.0% | -26.2% | +20.7% |
| 3Y | +356.1% | +211.6% | +144.5% | +231.3% |
| All | +356.1% | +204.3% | +151.8% | +231.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling