+139.3%
GS vs HBM
+205.9%
-66.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.0% | -0.7% |
| 7D | -3.2% | -3.6% | +0.4% | -2.4% |
| 30D | -2.4% | -19.2% | +16.8% | +2.2% |
| 3M | -15.7% | -20.5% | +4.8% | -11.7% |
| 6M | -6.8% | -12.8% | +6.1% | -5.1% |
| YTD | -0.1% | +5.4% | -5.5% | -3.7% |
| 1Y | +12.1% | +33.0% | -20.9% | +2.6% |
| 3Y | +185.8% | +357.3% | -171.5% | +93.0% |
| All | +139.3% | +205.9% | -66.5% | +65.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling