+342.1%
GLW vs HAS
+13.4%
+328.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.5% | +6.2% | +5.8% |
| 7D | +3.8% | -1.8% | +5.6% | +4.3% |
| 30D | -1.3% | +2.3% | -3.6% | -2.1% |
| 3M | -21.8% | +10.4% | -32.2% | -24.5% |
| 6M | +6.9% | -3.2% | +10.1% | +6.7% |
| YTD | +77.2% | +15.4% | +61.7% | +67.5% |
| 1Y | +123.2% | +18.8% | +104.4% | +109.1% |
| 3Y | +400.0% | +43.9% | +356.1% | +335.8% |
| All | +342.1% | +13.4% | +328.7% | +337.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling