+139.3%
GS vs HAL
+41.5%
+97.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | -3.2% | -12.0% | +8.8% | -0.2% |
| 30D | -2.4% | +0.3% | -2.7% | -2.6% |
| 3M | -15.7% | -1.6% | -14.1% | -15.8% |
| 6M | -6.8% | -20.5% | +13.7% | -2.0% |
| YTD | -0.1% | +14.2% | -14.3% | -5.6% |
| 1Y | +12.1% | +18.9% | -6.8% | +4.6% |
| 3Y | +185.8% | -13.7% | +199.5% | +179.6% |
| All | +139.3% | +41.5% | +97.9% | +88.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling