+537.4%
HWM vs GSK
+43.2%
+494.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.2% | +2.7% | +2.5% |
| 7D | +3.4% | +1.7% | +1.7% | +3.1% |
| 30D | -7.5% | +7.0% | -14.6% | -8.8% |
| 3M | -28.9% | -2.7% | -26.2% | -28.6% |
| 6M | -19.6% | +1.4% | -21.0% | -20.1% |
| YTD | +0.6% | +5.3% | -4.7% | -0.4% |
| 1Y | +0.3% | +10.6% | -10.3% | -1.5% |
| 3Y | +326.1% | +62.6% | +263.5% | +279.1% |
| All | +537.4% | +43.2% | +494.2% | +441.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling