+331.3%
GLW vs HST
+92.1%
+239.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.6% | -5.9% | -4.5% |
| 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% | -33.0% |
| 6M | -39.8% | +22.0% | -61.8% | -45.3% |
| YTD | +28.7% | +54.9% | -26.1% | +4.3% |
| 1Y | +27.7% | +54.0% | -26.2% | +3.6% |
| 3Y | +331.3% | +90.4% | +240.9% | +203.5% |
| All | +331.3% | +92.1% | +239.3% | +203.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling