+188.9%
GS vs HLT
+149.2%
+39.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | +1.0% |
| 7D | +3.4% | -2.4% | +5.8% | +4.8% |
| 30D | +0.2% | -4.1% | +4.3% | +2.3% |
| 3M | -0.3% | -10.6% | +10.3% | +5.8% |
| 6M | +27.4% | +2.0% | +25.3% | +25.5% |
| YTD | +19.6% | +6.1% | +13.5% | +15.2% |
| 1Y | +42.5% | +9.8% | +32.7% | +34.0% |
| 3Y | +240.4% | +99.0% | +141.4% | +138.4% |
| 5Y | +188.9% | +151.5% | +37.4% | +72.1% |
| All | +188.9% | +149.2% | +39.7% | +72.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling