+3,093.2%
GLW vs HST
+1,511.7%
+1,581.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.7% | +2.6% |
| 7D | -13.9% | -2.7% | -11.2% | -13.1% |
| 30D | -35.0% | +10.7% | -45.7% | -37.0% |
| 3M | -32.4% | +6.3% | -38.6% | -33.6% |
| 6M | -41.3% | +19.0% | -60.3% | -44.6% |
| YTD | +21.8% | +47.0% | -25.2% | +7.7% |
| 1Y | +21.8% | +53.4% | -31.6% | +6.2% |
| 3Y | +307.7% | +78.0% | +229.7% | +236.4% |
| 5Y | +213.7% | +71.7% | +142.0% | +156.9% |
| 10Y | +509.3% | +146.2% | +363.1% | +327.8% |
| All | +3,093.2% | +1,511.7% | +1,581.5% | +1,202.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling