+16.0%
GS vs HAL
+28.0%
-12.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.1% | -2.8% | +0.2% |
| 7D | +5.9% | +6.1% | -0.2% | +5.6% |
| 30D | +4.3% | +2.9% | +1.4% | +4.1% |
| 3M | -11.7% | +3.3% | -15.0% | -11.8% |
| 6M | -3.2% | -16.9% | +13.7% | -2.2% |
| YTD | +5.8% | +21.2% | -15.4% | -4.6% |
| 1Y | +16.0% | +27.5% | -11.5% | +2.4% |
| All | +16.0% | +28.0% | -12.0% | +2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HAL.
Daily Out/Under-Performance
Portfolio return minus HAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAL 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 1y: compounded portfolio wealth divided by compounded HAL 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…
1y analysis · Full analysis span regression · 6 months rolling