+3,012.0%
GLW vs HST
+1,512.4%
+1,499.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -5.7% | -7.2% | -11.1% |
| 7D | -19.7% | -4.2% | -15.6% | -18.5% |
| 30D | -38.8% | +9.6% | -48.4% | -40.4% |
| 3M | -33.9% | -1.1% | -32.8% | -33.7% |
| 6M | -36.0% | +21.1% | -57.1% | -39.8% |
| YTD | +18.7% | +47.1% | -28.3% | +4.9% |
| 1Y | +19.8% | +64.0% | -44.2% | +2.2% |
| 3Y | +294.3% | +77.1% | +217.2% | +225.9% |
| 5Y | +205.7% | +71.8% | +134.0% | +150.3% |
| 10Y | +493.8% | +146.3% | +347.5% | +316.8% |
| All | +3,012.0% | +1,512.4% | +1,499.6% | +1,169.5% |
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 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