+40.1%
HAL vs GSK
+47.2%
-7.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.4% | -2.3% | -0.2% |
| 7D | -7.9% | +4.9% | -12.8% | -8.4% |
| 30D | -2.1% | +10.8% | -12.9% | -3.4% |
| 3M | +0.4% | -1.8% | +2.2% | +0.6% |
| 6M | -19.2% | +4.1% | -23.4% | -19.9% |
| YTD | +14.4% | +7.9% | +6.5% | +12.1% |
| 1Y | +18.0% | +14.4% | +3.5% | +14.4% |
| 3Y | -9.7% | +68.1% | -77.8% | -20.8% |
| 5Y | +40.1% | +47.7% | -7.5% | +21.2% |
| All | +40.1% | +47.2% | -7.0% | +21.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling