+486.7%
GS vs HPE
+354.9%
+131.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.7% | -0.9% |
| 7D | -3.2% | -18.7% | +15.5% | +4.8% |
| 30D | -2.4% | -37.9% | +35.5% | +17.2% |
| 3M | -15.7% | -14.4% | -1.3% | -13.1% |
| 6M | -6.8% | +48.2% | -55.0% | -26.6% |
| YTD | -0.1% | +88.6% | -88.7% | -30.4% |
| 1Y | +12.1% | +94.8% | -82.7% | -23.3% |
| 3Y | +185.8% | +202.7% | -16.9% | +48.6% |
| 5Y | +140.1% | +231.6% | -91.6% | +15.1% |
| All | +486.7% | +354.9% | +131.8% | +132.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling