+19.7%
GS vs HLT
+46.7%
-27.0%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.5% | +0.1% | +1.9% |
| 7D | +0.3% | +7.7% | -7.4% | -3.1% |
| 30D | +3.9% | +19.1% | -15.2% | -4.4% |
| 3M | -11.4% | +20.7% | -32.1% | -19.3% |
| 6M | +3.7% | +21.0% | -17.3% | -5.7% |
| YTD | +7.1% | +31.3% | -24.1% | -4.8% |
| 1Y | +19.7% | +45.9% | -26.2% | +3.0% |
| All | +19.7% | +46.7% | -27.0% | +3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HLT.
Daily Out/Under-Performance
Portfolio return minus HLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HLT 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 HLT 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