+122.4%
HST vs GSK
+105.0%
+17.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.2% |
| 7D | +3.6% | +1.1% | +2.4% | +3.2% |
| 30D | +11.2% | +6.3% | +4.9% | +9.0% |
| 3M | +13.1% | +1.8% | +11.3% | +12.2% |
| 6M | +23.9% | +1.7% | +22.3% | +22.6% |
| YTD | +52.3% | +6.5% | +45.7% | +47.5% |
| 1Y | +56.7% | +9.5% | +47.2% | +50.3% |
| 3Y | +87.5% | +65.3% | +22.2% | +49.2% |
| 5Y | +82.8% | +43.7% | +39.1% | +51.3% |
| All | +122.4% | +105.0% | +17.5% | +66.3% |
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