+1,579.2%
HWM vs GSK
+101.6%
+1,477.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.4% | +2.7% | +4.2% |
| 7D | +1.6% | +4.9% | -3.3% | -0.2% |
| 30D | -3.9% | +10.8% | -14.8% | -7.7% |
| 3M | -23.2% | -1.8% | -21.4% | -23.0% |
| 6M | -20.0% | +4.1% | -24.1% | -21.8% |
| YTD | +5.7% | +7.9% | -2.2% | +1.7% |
| 1Y | +4.9% | +14.4% | -9.6% | -1.5% |
| 3Y | +347.0% | +68.1% | +278.9% | +241.3% |
| 5Y | +563.0% | +47.7% | +515.3% | +427.9% |
| 10Y | +1,579.2% | +100.5% | +1,478.7% | +995.9% |
| All | +1,579.2% | +101.6% | +1,477.6% | +995.9% |
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