+326.1%
HWM vs GSK
+63.2%
+262.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.2% | +2.7% | +2.5% |
| 7D | +3.4% | +1.7% | +1.7% | +3.3% |
| 30D | -7.5% | +7.0% | -14.6% | -8.1% |
| 3M | -28.9% | -2.7% | -26.2% | -28.7% |
| 6M | -19.6% | +1.4% | -21.0% | -19.7% |
| YTD | +0.6% | +5.3% | -4.7% | +1.1% |
| 1Y | +0.3% | +10.6% | -10.3% | +0.7% |
| 3Y | +326.1% | +62.6% | +263.5% | +330.6% |
| All | +326.1% | +63.2% | +262.9% | +330.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling