+76.8%
GSK vs HAS
+53.3%
+23.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.4% | -0.3% | -2.4% |
| 7D | -4.2% | -3.1% | -1.1% | -3.8% |
| 30D | -7.5% | -2.7% | -4.8% | -7.2% |
| 3M | -3.3% | +8.9% | -12.2% | -4.5% |
| 6M | -9.3% | -2.9% | -6.4% | -9.2% |
| YTD | +1.6% | +12.6% | -11.0% | -0.4% |
| 1Y | +25.5% | +17.5% | +8.0% | +22.2% |
| 3Y | +49.3% | +46.2% | +3.1% | +39.4% |
| 5Y | +46.7% | +12.6% | +34.1% | +41.3% |
| 10Y | +76.8% | +55.7% | +21.1% | +57.8% |
| All | +76.8% | +53.3% | +23.5% | +57.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling