-36.0%
GLW vs HAS
+28.5%
-64.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -1.7% | -11.2% | -13.1% |
| 7D | -19.7% | 0.0% | -19.7% | -19.7% |
| 30D | -38.8% | +31.3% | -70.1% | -36.1% |
| 3M | -33.9% | +32.1% | -66.0% | -31.2% |
| 6M | -36.0% | +28.1% | -64.1% | -35.1% |
| All | -36.0% | +28.5% | -64.5% | -35.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling