+49.7%
GSK vs HRB
+104.8%
-55.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.3% |
| 7D | -3.6% | -10.6% | +7.0% | -3.0% |
| 30D | -5.9% | -0.8% | -5.1% | -6.0% |
| 3M | -4.3% | +19.1% | -23.3% | -5.3% |
| 6M | -10.8% | +48.7% | -59.5% | -12.9% |
| YTD | +1.8% | +7.1% | -5.3% | +1.7% |
| 1Y | +23.5% | -8.3% | +31.8% | +25.1% |
| 3Y | +49.5% | +25.8% | +23.7% | +48.2% |
| 5Y | +49.7% | +111.1% | -61.4% | +43.4% |
| All | +49.7% | +104.8% | -55.2% | +43.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling