+48.2%
GSK vs HBM
+336.0%
-287.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -7.5% | +6.5% | -0.6% |
| 7D | -5.4% | -3.7% | -1.7% | -5.2% |
| 30D | -4.6% | -3.7% | -0.9% | -4.5% |
| 3M | -5.1% | +8.0% | -13.1% | -5.9% |
| 6M | -11.4% | +15.8% | -27.2% | -13.0% |
| YTD | +0.7% | +34.4% | -33.6% | -2.5% |
| 1Y | +23.0% | +98.2% | -75.1% | +15.5% |
| 3Y | +48.0% | +476.6% | -428.6% | +25.3% |
| 5Y | +48.2% | +331.1% | -282.9% | +24.7% |
| All | +48.2% | +336.0% | -287.8% | +24.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling