-36.0%
GLW vs HST
+22.9%
-58.9%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -5.7% | -7.2% | -10.7% |
| 7D | -19.7% | -4.2% | -15.6% | -17.9% |
| 30D | -38.8% | +9.6% | -48.4% | -38.4% |
| 3M | -33.9% | -1.1% | -32.8% | -32.7% |
| 6M | -36.0% | +21.1% | -57.1% | -41.1% |
| All | -36.0% | +22.9% | -58.9% | -41.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling