+16.4%
GS vs HLT
+38.8%
-22.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | -0.4% |
| 7D | +1.6% | +4.4% | -2.8% | -0.4% |
| 30D | +1.7% | +16.3% | -14.6% | -5.5% |
| 3M | -11.6% | +22.2% | -33.8% | -20.1% |
| 6M | -1.9% | +20.0% | -21.9% | -10.5% |
| YTD | +5.1% | +32.4% | -27.3% | -7.6% |
| 1Y | +16.4% | +38.6% | -22.2% | +0.7% |
| All | +16.4% | +38.8% | -22.3% | +0.7% |
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