+595.7%
HAL vs GSK
+1,705.8%
-1,110.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.3% | +0.1% |
| 7D | +2.9% | -1.8% | +4.8% | +3.6% |
| 30D | +17.0% | -2.2% | +19.2% | +17.7% |
| 3M | -9.7% | -1.8% | -7.8% | -9.5% |
| 6M | +8.6% | -10.6% | +19.2% | +11.9% |
| YTD | +33.0% | +4.4% | +28.6% | +29.2% |
| 1Y | +68.3% | +30.4% | +37.9% | +50.4% |
| 3Y | +0.1% | +60.1% | -60.0% | -19.2% |
| 5Y | +102.6% | +46.8% | +55.8% | +66.4% |
| 10Y | +3.8% | +79.2% | -75.4% | -19.9% |
| All | +595.7% | +1,705.8% | -1,110.1% | +218.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling