+7.4%
HAL vs GSK
+80.2%
-72.8%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.8% |
| 7D | -1.3% | -3.6% | +2.3% | +0.1% |
| 30D | +10.9% | -5.9% | +16.8% | +13.4% |
| 3M | -5.8% | -4.3% | -1.6% | -4.8% |
| 6M | +8.1% | -10.8% | +18.9% | +11.9% |
| YTD | +33.2% | +1.8% | +31.4% | +29.5% |
| 1Y | +74.2% | +23.5% | +50.7% | +54.6% |
| 3Y | -3.7% | +49.5% | -53.2% | -25.9% |
| 5Y | +111.9% | +49.7% | +62.2% | +56.0% |
| 10Y | +7.4% | +81.9% | -74.5% | -26.4% |
| All | +7.4% | +80.2% | -72.8% | -26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 10y: compounded portfolio wealth divided by compounded GSK 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…
10y analysis · Full analysis span regression · 6 months rolling