+307.7%
GLW vs HST
+77.0%
+230.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.7% | +2.6% |
| 7D | -13.9% | -2.7% | -11.2% | -12.6% |
| 30D | -35.0% | +10.7% | -45.7% | -37.6% |
| 3M | -32.4% | +6.3% | -38.6% | -33.9% |
| 6M | -41.3% | +19.0% | -60.3% | -46.1% |
| YTD | +21.8% | +47.0% | -25.2% | +1.1% |
| 1Y | +21.8% | +53.4% | -31.6% | -1.0% |
| 3Y | +307.7% | +78.0% | +229.7% | +196.3% |
| All | +307.7% | +77.0% | +230.6% | +196.3% |
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