-11.1%
HD vs GSK
-10.9%
-0.2%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.9% | +2.9% | +1.9% |
| 7D | -2.1% | -1.8% | -0.2% | -1.2% |
| 30D | -8.4% | -2.2% | -6.2% | -7.5% |
| 3M | +4.3% | -1.8% | +6.2% | +4.9% |
| 6M | -11.1% | -10.6% | -0.5% | -5.5% |
| All | -11.1% | -10.9% | -0.2% | -5.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling