+41.4%
GS vs HPE
+122.1%
-80.7%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.5% | +4.5% | +1.2% |
| 7D | +0.9% | -0.6% | +1.5% | +1.0% |
| 30D | -1.6% | -2.3% | +0.7% | -1.2% |
| 3M | -4.5% | -2.9% | -1.6% | -4.9% |
| 6M | +20.9% | +143.6% | -122.7% | -3.4% |
| YTD | +19.9% | +118.5% | -98.6% | -1.5% |
| 1Y | +41.4% | +129.2% | -87.8% | +14.0% |
| All | +41.4% | +122.1% | -80.7% | +14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HPE.
Daily Out/Under-Performance
Portfolio return minus HPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HPE 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 HPE 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