+458.9%
GS vs HBM
+274.8%
+184.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.9% | +1.8% |
| 7D | -0.1% | -1.3% | +1.1% | +0.1% |
| 30D | +3.7% | -14.8% | +18.5% | +7.3% |
| 3M | -10.0% | -20.7% | +10.7% | -5.6% |
| 6M | -1.0% | -13.9% | +12.9% | +0.9% |
| YTD | +7.0% | +10.6% | -3.6% | +1.7% |
| 1Y | +16.6% | +32.4% | -15.7% | +6.4% |
| 3Y | +204.4% | +432.0% | -227.6% | +94.8% |
| 5Y | +160.0% | +205.5% | -45.4% | +77.3% |
| 10Y | +458.9% | +291.1% | +167.7% | +183.5% |
| All | +458.9% | +274.8% | +184.0% | +183.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 10y: compounded portfolio wealth divided by compounded HBM 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…
10y analysis · Full analysis span regression · 6 months rolling