+575.2%
HLT vs GSK
+80.1%
+495.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -1.6% | -3.5% | +1.9% | -0.7% |
| 30D | -5.0% | -3.4% | -1.6% | -4.2% |
| 3M | -10.4% | -8.1% | -2.3% | -8.6% |
| 6M | +3.2% | -11.1% | +14.4% | +6.2% |
| YTD | +6.7% | +0.7% | +6.0% | +6.0% |
| 1Y | +10.3% | +20.1% | -9.9% | +4.2% |
| 3Y | +99.3% | +46.1% | +53.2% | +73.6% |
| 5Y | +143.7% | +48.2% | +95.4% | +107.7% |
| All | +575.2% | +80.1% | +495.2% | +451.3% |
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