+66.1%
HST vs GSK
+53.4%
+12.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.7% | +2.8% | +0.5% |
| 7D | +2.0% | -4.2% | +6.2% | +2.6% |
| 30D | -5.2% | -7.5% | +2.3% | -4.2% |
| 3M | -6.2% | -3.3% | -3.0% | -5.9% |
| 6M | +20.4% | -9.3% | +29.8% | +21.9% |
| YTD | +30.6% | +1.6% | +29.0% | +30.1% |
| 1Y | +37.4% | +25.5% | +11.9% | +33.1% |
| 3Y | +66.1% | +49.3% | +16.9% | +50.1% |
| All | +66.1% | +53.4% | +12.7% | +50.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling