+621.7%
HPE vs GSK
+103.9%
+517.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.9% | -2.6% | -3.9% |
| 7D | -0.6% | -1.8% | +1.2% | -0.1% |
| 30D | -2.3% | -2.2% | -0.1% | -1.8% |
| 3M | -2.9% | -1.8% | -1.1% | -3.0% |
| 6M | +143.6% | -10.6% | +154.2% | +149.6% |
| YTD | +118.5% | +4.4% | +114.1% | +112.5% |
| 1Y | +129.2% | +30.4% | +98.8% | +106.0% |
| 3Y | +212.5% | +60.1% | +152.5% | +149.3% |
| 5Y | +286.9% | +46.8% | +240.1% | +213.6% |
| 10Y | +432.3% | +79.2% | +353.1% | +281.5% |
| All | +621.7% | +103.9% | +517.8% | +359.1% |
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