+4,542.6%
GLW vs HST
+1,330.6%
+3,212.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.3% | +5.4% | +5.6% |
| 7D | +3.8% | -1.0% | +4.8% | +4.1% |
| 30D | -1.3% | -12.3% | +10.9% | +2.6% |
| 3M | -21.8% | -6.4% | -15.4% | -20.4% |
| 6M | +6.9% | +15.0% | -8.1% | +2.1% |
| YTD | +77.2% | +30.5% | +46.6% | +62.3% |
| 1Y | +123.2% | +35.7% | +87.6% | +101.8% |
| 3Y | +400.0% | +68.4% | +331.6% | +318.9% |
| 5Y | +342.8% | +73.1% | +269.7% | +261.6% |
| 10Y | +771.4% | +92.7% | +678.6% | +556.9% |
| All | +4,542.6% | +1,330.6% | +3,212.0% | +1,864.1% |
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 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