+248.3%
GSK vs HBM
+456.2%
-207.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.6% |
| 7D | +1.1% | +2.2% | -1.1% | +0.9% |
| 30D | +6.3% | -11.8% | +18.1% | +7.3% |
| 3M | +1.8% | -19.2% | +21.0% | +3.2% |
| 6M | +1.7% | -22.9% | +24.5% | +2.8% |
| YTD | +6.5% | +7.8% | -1.3% | +4.1% |
| 1Y | +9.5% | +34.9% | -25.4% | +4.9% |
| 3Y | +65.3% | +422.2% | -356.9% | +37.8% |
| 5Y | +43.7% | +192.8% | -149.1% | +22.8% |
| 10Y | +104.1% | +281.1% | -177.0% | +55.1% |
| All | +248.3% | +456.2% | -207.9% | +138.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling