+398.8%
HL vs GSK
+47.2%
+351.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.0% | -2.9% | -3.8% |
| 7D | -5.6% | -5.4% | -0.2% | -4.8% |
| 30D | +12.7% | -4.6% | +17.4% | +13.6% |
| 3M | +42.5% | -5.1% | +47.6% | +43.5% |
| 6M | -9.0% | -11.4% | +2.4% | -7.3% |
| YTD | +4.4% | +0.7% | +3.7% | +4.1% |
| 1Y | +82.7% | +23.0% | +59.6% | +75.6% |
| All | +398.8% | +47.2% | +351.6% | +342.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling