+23.0%
GSK vs HRB
-8.2%
+31.3%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.5% | -1.1% |
| 7D | -5.4% | -12.2% | +6.8% | -5.5% |
| 30D | -4.6% | -3.0% | -1.6% | -4.5% |
| 3M | -5.1% | +21.7% | -26.8% | -4.6% |
| 6M | -11.4% | +52.3% | -63.7% | -9.9% |
| YTD | +0.7% | +6.5% | -5.8% | +3.0% |
| 1Y | +23.0% | -6.7% | +29.7% | +29.5% |
| All | +23.0% | -8.2% | +31.3% | +29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 1y: compounded portfolio wealth divided by compounded HRB 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…
1y analysis · Full analysis span regression · 6 months rolling