+1,705.8%
GSK vs HAS
+3,598.5%
-1,892.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.8% |
| 7D | -1.8% | -1.8% | 0.0% | -1.5% |
| 30D | -2.2% | +2.3% | -4.4% | -2.6% |
| 3M | -1.8% | +10.4% | -12.2% | -3.5% |
| 6M | -10.6% | -3.2% | -7.4% | -10.4% |
| YTD | +4.4% | +15.4% | -11.0% | +1.6% |
| 1Y | +30.4% | +18.8% | +11.6% | +26.1% |
| 3Y | +60.1% | +43.9% | +16.1% | +47.6% |
| 5Y | +46.8% | +13.9% | +32.9% | +38.5% |
| 10Y | +79.2% | +56.4% | +22.8% | +52.6% |
| All | +1,705.8% | +3,598.5% | -1,892.6% | +595.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling