+1,511.7%
HST vs GSK
+1,721.8%
-210.0%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.1% | 0.0% |
| 7D | -2.7% | +1.7% | -4.3% | -3.3% |
| 30D | +10.7% | +7.0% | +3.7% | +7.5% |
| 3M | +6.3% | -2.7% | +8.9% | +7.0% |
| 6M | +19.0% | +1.4% | +17.6% | +17.4% |
| YTD | +47.0% | +5.3% | +41.7% | +42.0% |
| 1Y | +53.4% | +10.6% | +42.8% | +45.2% |
| 3Y | +78.0% | +62.6% | +15.4% | +39.1% |
| 5Y | +71.7% | +41.7% | +30.0% | +39.6% |
| 10Y | +146.2% | +104.7% | +41.5% | +68.1% |
| All | +1,511.7% | +1,721.8% | -210.0% | +432.0% |
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 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