+197.7%
GS vs HBM
+438.8%
-241.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.7% | +4.1% | +1.4% |
| 7D | +1.6% | +2.4% | -0.8% | +1.0% |
| 30D | +1.7% | -16.0% | +17.6% | +5.8% |
| 3M | -11.6% | -21.3% | +9.7% | -6.8% |
| 6M | -1.9% | -12.2% | +10.3% | -0.4% |
| YTD | +5.1% | +10.7% | -5.6% | -0.5% |
| 1Y | +16.4% | +30.3% | -13.9% | +6.0% |
| All | +197.7% | +438.8% | -241.1% | +80.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling