+107.0%
HST vs GSK
+80.2%
+26.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | -0.3% | -3.6% | +3.3% | +0.8% |
| 30D | -2.8% | -5.9% | +3.1% | -0.9% |
| 3M | -6.5% | -4.3% | -2.2% | -5.4% |
| 6M | +20.7% | -10.8% | +31.5% | +24.7% |
| YTD | +30.5% | +1.8% | +28.7% | +28.5% |
| 1Y | +36.8% | +23.5% | +13.3% | +25.5% |
| 3Y | +65.9% | +49.5% | +16.4% | +37.4% |
| 5Y | +73.9% | +49.7% | +24.2% | +40.4% |
| 10Y | +107.0% | +81.9% | +25.1% | +57.0% |
| All | +107.0% | +80.2% | +26.8% | +57.0% |
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