+16.0%
GS vs HBM
+25.3%
-9.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.6% |
| 7D | +5.9% | +2.2% | +3.6% | +5.1% |
| 30D | +4.3% | -11.8% | +16.1% | +7.6% |
| 3M | -11.7% | -19.2% | +7.5% | -7.1% |
| 6M | -3.2% | -22.9% | +19.7% | +1.2% |
| YTD | +5.8% | +7.8% | -2.0% | -1.2% |
| 1Y | +16.0% | +34.9% | -18.9% | -0.2% |
| All | +16.0% | +25.3% | -9.3% | -0.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling