+521.8%
GLW vs HST
+143.2%
+378.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +5.3% | +0.3% | +3.4% |
| 7D | -11.1% | +0.6% | -11.7% | -11.1% |
| 30D | -28.4% | +14.5% | -42.9% | -32.3% |
| 3M | -28.8% | +15.4% | -44.2% | -32.9% |
| 6M | -39.8% | +22.0% | -61.8% | -45.0% |
| YTD | +28.7% | +54.9% | -26.1% | +6.2% |
| 1Y | +27.7% | +54.0% | -26.2% | +5.6% |
| 3Y | +331.3% | +90.4% | +240.9% | +220.3% |
| 5Y | +233.4% | +84.2% | +149.2% | +143.5% |
| 10Y | +521.8% | +144.6% | +377.2% | +302.1% |
| All | +521.8% | +143.2% | +378.5% | +302.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling