+116.4%
HPE vs GSK
+14.9%
+101.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +5.0% | -10.7% | -3.9% |
| 7D | -17.0% | +4.9% | -21.9% | -15.4% |
| 30D | -26.7% | +9.9% | -36.6% | -24.1% |
| 3M | -4.1% | +0.2% | -4.3% | -2.1% |
| 6M | +75.4% | +2.3% | +73.1% | +78.8% |
| YTD | +111.0% | +7.1% | +104.0% | +111.4% |
| 1Y | +116.4% | +13.1% | +103.3% | +116.6% |
| All | +116.4% | +14.9% | +101.5% | +116.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling