+1,573.3%
HWM vs GSK
+93.6%
+1,479.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -2.7% | -8.0% | -9.7% |
| 7D | -9.2% | -4.2% | -5.0% | -7.6% |
| 30D | -17.9% | -7.5% | -10.3% | -15.4% |
| 3M | -6.0% | -3.3% | -2.8% | -5.1% |
| 6M | -7.4% | -9.3% | +2.0% | -4.2% |
| YTD | +13.1% | +1.6% | +11.5% | +11.7% |
| 1Y | +29.3% | +25.5% | +3.8% | +17.3% |
| 3Y | +389.9% | +49.3% | +340.7% | +295.5% |
| 5Y | +655.5% | +46.7% | +608.9% | +496.7% |
| All | +1,573.3% | +93.6% | +1,479.8% | +1,008.6% |
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