+105.2%
GSK vs HBM
+281.1%
-175.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.6% |
| 7D | +1.1% | +2.2% | -1.1% | +1.0% |
| 30D | +6.3% | -11.8% | +18.1% | +7.1% |
| 3M | +1.8% | -19.2% | +21.0% | +3.0% |
| 6M | +1.7% | -22.9% | +24.5% | +2.6% |
| YTD | +6.5% | +7.8% | -1.3% | +4.4% |
| 1Y | +9.5% | +34.9% | -25.4% | +5.5% |
| 3Y | +65.3% | +422.2% | -356.9% | +41.2% |
| 5Y | +43.7% | +192.8% | -149.1% | +25.3% |
| All | +105.2% | +281.1% | -175.9% | +60.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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