+1,330.6%
HST vs GSK
+1,705.8%
-375.2%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.2% | +1.0% |
| 7D | -1.0% | -1.8% | +0.8% | -0.3% |
| 30D | -12.3% | -2.2% | -10.1% | -11.6% |
| 3M | -6.4% | -1.8% | -4.5% | -6.0% |
| 6M | +15.0% | -10.6% | +25.6% | +19.6% |
| YTD | +30.5% | +4.4% | +26.1% | +26.9% |
| 1Y | +35.7% | +30.4% | +5.3% | +19.8% |
| 3Y | +68.4% | +60.1% | +8.3% | +32.6% |
| 5Y | +73.1% | +46.8% | +26.3% | +38.9% |
| 10Y | +92.7% | +79.2% | +13.5% | +39.6% |
| All | +1,330.6% | +1,705.8% | -375.2% | +375.3% |
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 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