+256.9%
HL vs GSK
+80.1%
+176.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -4.4% | -3.5% | -0.8% | -2.6% |
| 30D | +9.3% | -3.4% | +12.8% | +11.3% |
| 3M | +32.0% | -8.1% | +40.1% | +37.0% |
| 6M | -6.4% | -11.1% | +4.7% | -1.3% |
| YTD | +3.1% | +0.7% | +2.4% | +0.7% |
| 1Y | +77.6% | +20.1% | +57.4% | +56.1% |
| 3Y | +392.8% | +46.1% | +346.7% | +264.6% |
| 5Y | +234.1% | +48.2% | +185.9% | +138.2% |
| All | +256.9% | +80.1% | +176.8% | +126.0% |
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