+13.1%
GSK vs HAS
+66.3%
-53.2%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +3.1% | +2.0% | +4.4% |
| 7D | +4.9% | +2.4% | +2.5% | +4.4% |
| 30D | +9.9% | +31.6% | -21.7% | +4.0% |
| 3M | +0.2% | +33.9% | -33.7% | -5.7% |
| 6M | +2.3% | +31.4% | -29.1% | -3.6% |
| YTD | +7.1% | +51.6% | -44.6% | -3.2% |
| 1Y | +13.1% | +65.2% | -52.1% | -0.6% |
| All | +13.1% | +66.3% | -53.2% | -0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 1y: compounded portfolio wealth divided by compounded HAS 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…
1y analysis · Full analysis span regression · 6 months rolling