+40.0%
GLW vs HST
+53.2%
-13.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.1% | -4.2% | -4.3% |
| 7D | +7.7% | +3.6% | +4.2% | +6.0% |
| 30D | -18.8% | +11.2% | -30.0% | -21.1% |
| 3M | -27.7% | +13.1% | -40.8% | -30.2% |
| 6M | -44.4% | +23.9% | -68.4% | -49.1% |
| YTD | +31.3% | +52.3% | -21.0% | +11.0% |
| 1Y | +40.0% | +56.7% | -16.6% | +18.0% |
| All | +40.0% | +53.2% | -13.1% | +18.0% |
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