+562.0%
GLW vs HST
+143.8%
+418.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.6% | +8.0% | +7.7% |
| 7D | +1.4% | -1.3% | +2.7% | +2.2% |
| 30D | -18.2% | +13.4% | -31.6% | -22.3% |
| 3M | -24.2% | +16.7% | -40.9% | -29.0% |
| 6M | -41.7% | +24.0% | -65.7% | -47.0% |
| YTD | +38.3% | +54.0% | -15.7% | +14.4% |
| 1Y | +38.2% | +55.0% | -16.8% | +13.8% |
| 3Y | +363.4% | +89.3% | +274.0% | +244.8% |
| 5Y | +254.6% | +85.4% | +169.1% | +158.1% |
| 10Y | +562.0% | +137.1% | +424.8% | +327.7% |
| All | +562.0% | +143.8% | +418.2% | +327.7% |
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