+49.3%
GSK vs HBM
+522.1%
-472.8%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +5.8% | -8.5% | -2.9% |
| 7D | -4.2% | +7.4% | -11.5% | -4.5% |
| 30D | -7.5% | +5.1% | -12.6% | -7.7% |
| 3M | -3.3% | +11.1% | -14.4% | -3.8% |
| 6M | -9.3% | +30.2% | -39.5% | -10.9% |
| YTD | +1.6% | +46.2% | -44.6% | -0.9% |
| 1Y | +25.5% | +120.0% | -94.6% | +20.1% |
| 3Y | +49.3% | +527.4% | -478.2% | +38.2% |
| All | +49.3% | +522.1% | -472.8% | +38.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling