+650.5%
GS vs HLT
+572.6%
+77.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.6% | -1.2% |
| 7D | +2.4% | -1.5% | +3.9% | +3.2% |
| 30D | -0.1% | -1.2% | +1.2% | +0.4% |
| 3M | +0.2% | -10.3% | +10.5% | +6.1% |
| 6M | +24.8% | +1.3% | +23.5% | +23.5% |
| YTD | +18.8% | +7.0% | +11.7% | +13.8% |
| 1Y | +37.3% | +11.9% | +25.5% | +27.8% |
| 3Y | +237.9% | +100.7% | +137.2% | +130.5% |
| 5Y | +187.0% | +147.5% | +39.5% | +69.2% |
| 10Y | +650.5% | +586.5% | +64.0% | +153.4% |
| All | +650.5% | +572.6% | +77.9% | +153.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling