+1,497.3%
HWM vs GSK
+103.7%
+1,393.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.2% | +3.5% | +2.7% |
| 7D | +5.0% | -1.1% | +6.0% | +5.4% |
| 30D | +1.5% | +7.8% | -6.3% | -1.6% |
| 3M | -20.3% | +0.3% | -20.6% | -20.8% |
| 6M | -18.0% | +3.4% | -21.5% | -19.7% |
| YTD | +9.5% | +5.9% | +3.6% | +6.0% |
| 1Y | +7.5% | +8.2% | -0.8% | +3.1% |
| 3Y | +355.7% | +65.3% | +290.4% | +249.0% |
| 5Y | +610.2% | +43.3% | +566.9% | +472.2% |
| All | +1,497.3% | +103.7% | +1,393.5% | +906.5% |
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