+1,388.5%
HWM vs GSK
+100.7%
+1,287.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.2% | +2.7% | +2.6% |
| 7D | +3.4% | +1.7% | +1.7% | +2.7% |
| 30D | -7.5% | +7.0% | -14.6% | -10.1% |
| 3M | -28.9% | -2.7% | -26.2% | -28.5% |
| 6M | -19.6% | +1.4% | -21.0% | -20.7% |
| YTD | +0.6% | +5.3% | -4.7% | -2.4% |
| 1Y | +0.3% | +10.6% | -10.3% | -4.6% |
| 3Y | +326.1% | +62.6% | +263.5% | +229.7% |
| 5Y | +525.2% | +41.7% | +483.5% | +407.5% |
| 10Y | +1,492.9% | +104.7% | +1,388.1% | +933.0% |
| All | +1,388.5% | +100.7% | +1,287.8% | +868.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling