+56.7%
HST vs GSK
+9.8%
+46.9%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.2% |
| 7D | +3.6% | +1.1% | +2.4% | +3.3% |
| 30D | +11.2% | +6.3% | +4.9% | +9.9% |
| 3M | +13.1% | +1.8% | +11.3% | +12.7% |
| 6M | +23.9% | +1.7% | +22.3% | +23.4% |
| YTD | +52.3% | +6.5% | +45.7% | +46.8% |
| 1Y | +56.7% | +9.5% | +47.2% | +49.1% |
| All | +56.7% | +9.8% | +46.9% | +49.1% |
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 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