+3,012.0%
GLW vs HAS
+4,678.1%
-1,666.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -1.7% | -11.2% | -12.4% |
| 7D | -19.7% | 0.0% | -19.7% | -19.7% |
| 30D | -38.8% | +31.3% | -70.1% | -44.2% |
| 3M | -33.9% | +32.1% | -66.0% | -40.0% |
| 6M | -36.0% | +28.1% | -64.1% | -41.8% |
| YTD | +18.7% | +49.1% | -30.3% | +2.3% |
| 1Y | +19.8% | +60.5% | -40.7% | +0.8% |
| 3Y | +294.3% | +183.9% | +110.4% | +167.2% |
| 5Y | +205.7% | +51.2% | +154.5% | +149.1% |
| 10Y | +493.8% | +105.3% | +388.5% | +313.7% |
| All | +3,012.0% | +4,678.1% | -1,666.1% | +669.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling