+123.2%
GLW vs HST
+38.1%
+85.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.3% | +5.4% | +5.6% |
| 7D | +3.8% | -1.0% | +4.8% | +4.1% |
| 30D | -1.3% | -12.3% | +10.9% | +3.0% |
| 3M | -21.8% | -6.4% | -15.4% | -21.1% |
| 6M | +6.9% | +15.0% | -8.1% | -2.3% |
| YTD | +77.2% | +30.5% | +46.6% | +55.2% |
| 1Y | +123.2% | +35.7% | +87.6% | +94.4% |
| All | +123.2% | +38.1% | +85.1% | +94.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 HST 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