+246.2%
GSK vs HBM
+470.7%
-224.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -1.1% | -1.3% | +0.2% | -1.0% |
| 30D | +7.8% | -14.8% | +22.7% | +9.1% |
| 3M | +0.3% | -20.7% | +21.0% | +1.8% |
| 6M | +3.4% | -13.9% | +17.4% | +3.7% |
| YTD | +5.9% | +10.6% | -4.7% | +3.3% |
| 1Y | +8.2% | +32.4% | -24.1% | +3.8% |
| 3Y | +65.3% | +432.0% | -366.7% | +37.5% |
| 5Y | +43.3% | +205.5% | -162.2% | +22.0% |
| 10Y | +102.9% | +291.1% | -188.2% | +53.9% |
| All | +246.2% | +470.7% | -224.5% | +136.5% |
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