+1,721.8%
GSK vs HAS
+4,652.9%
-2,931.1%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.4% | -0.1% |
| 7D | +1.7% | -0.2% | +1.8% | +1.7% |
| 30D | +7.0% | +31.0% | -24.0% | +2.4% |
| 3M | -2.7% | +30.7% | -33.3% | -6.9% |
| 6M | +1.4% | +23.9% | -22.5% | -2.4% |
| YTD | +5.3% | +48.3% | -43.0% | -1.8% |
| 1Y | +10.6% | +60.2% | -49.6% | +1.9% |
| 3Y | +62.6% | +189.2% | -126.6% | +34.1% |
| 5Y | +41.7% | +50.4% | -8.7% | +27.7% |
| 10Y | +104.7% | +104.2% | +0.6% | +66.9% |
| All | +1,721.8% | +4,652.9% | -2,931.1% | +572.8% |
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 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