+57.4%
HL vs GSK
+1,657.0%
-1,599.6%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.7% | +1.6% | -0.5% |
| 7D | +7.1% | -4.2% | +11.2% | +8.0% |
| 30D | +21.4% | -7.5% | +29.0% | +23.4% |
| 3M | +37.4% | -3.3% | +40.7% | +38.2% |
| 6M | +0.4% | -9.3% | +9.7% | +2.3% |
| YTD | +6.7% | +1.6% | +5.1% | +5.7% |
| 1Y | +102.4% | +25.5% | +76.9% | +91.2% |
| 3Y | +417.4% | +49.3% | +368.2% | +365.8% |
| 5Y | +243.3% | +46.7% | +196.7% | +209.9% |
| 10Y | +242.6% | +76.8% | +165.7% | +200.6% |
| All | +57.4% | +1,657.0% | -1,599.6% | +52.8% |
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