-20.8%
HAL vs GSK
+102.9%
-123.7%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.2% |
| 7D | -6.5% | +5.2% | -11.7% | -8.4% |
| 30D | -2.1% | +10.2% | -12.3% | -5.9% |
| 3M | -4.9% | -0.9% | -4.0% | -5.1% |
| 6M | -19.3% | +3.5% | -22.8% | -21.3% |
| YTD | +14.3% | +7.2% | +7.1% | +8.5% |
| 1Y | +17.3% | +12.0% | +5.3% | +9.1% |
| 3Y | -10.9% | +67.3% | -78.2% | -35.3% |
| 5Y | +47.4% | +45.3% | +2.1% | +12.8% |
| 10Y | -20.8% | +101.8% | -122.6% | -48.5% |
| All | -20.8% | +102.9% | -123.7% | -48.5% |
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