+591.0%
GS vs HLT
+820.1%
-229.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | -0.5% |
| 7D | +1.6% | +4.4% | -2.8% | -0.6% |
| 30D | +1.7% | +16.3% | -14.6% | -6.2% |
| 3M | -11.6% | +22.2% | -33.8% | -20.7% |
| 6M | -1.9% | +20.0% | -21.9% | -11.3% |
| YTD | +5.1% | +32.4% | -27.3% | -10.0% |
| 1Y | +16.4% | +38.6% | -22.2% | -2.8% |
| 3Y | +199.0% | +136.4% | +62.5% | +89.1% |
| 5Y | +157.4% | +162.8% | -5.4% | +49.9% |
| 10Y | +457.2% | +720.3% | -263.1% | +77.8% |
| All | +591.0% | +820.1% | -229.0% | +112.7% |
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 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