+238.8%
GS vs HLT
+99.5%
+139.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.6% | -1.3% |
| 7D | +2.4% | -1.5% | +3.9% | +3.4% |
| 30D | -0.1% | -1.2% | +1.2% | +0.5% |
| 3M | +0.2% | -10.3% | +10.5% | +7.5% |
| 6M | +24.8% | +1.3% | +23.5% | +22.7% |
| YTD | +18.8% | +7.0% | +11.7% | +12.2% |
| 1Y | +37.3% | +11.9% | +25.5% | +24.9% |
| All | +238.8% | +99.5% | +139.3% | +113.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling