+557.4%
GS vs HLT
+797.5%
-240.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | -3.2% | +3.8% | -7.0% | -5.0% |
| 30D | -2.4% | +15.6% | -18.0% | -9.7% |
| 3M | -15.7% | +15.1% | -30.8% | -22.1% |
| 6M | -6.8% | +15.3% | -22.1% | -14.0% |
| YTD | -0.1% | +29.1% | -29.2% | -13.3% |
| 1Y | +12.1% | +39.9% | -27.8% | -7.0% |
| 3Y | +185.8% | +138.7% | +47.0% | +79.9% |
| 5Y | +140.1% | +147.4% | -7.3% | +44.3% |
| 10Y | +505.2% | +733.6% | -228.3% | +92.2% |
| All | +557.4% | +797.5% | -240.1% | +105.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling