+114.4%
HPE vs GSK
+9.8%
+104.6%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.5% | -4.3% | -3.6% |
| 7D | +7.9% | +1.1% | +6.7% | +8.2% |
| 30D | -23.5% | +6.3% | -29.8% | -21.7% |
| 3M | -19.1% | +1.8% | -20.9% | -17.4% |
| 6M | +51.4% | +1.7% | +49.7% | +53.8% |
| YTD | +103.4% | +6.5% | +96.9% | +100.4% |
| 1Y | +114.4% | +9.5% | +104.9% | +111.3% |
| All | +114.4% | +9.8% | +104.6% | +111.3% |
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 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