+437.1%
GS vs HPE
+388.5%
+48.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.4% |
| 7D | +5.1% | +13.6% | -8.4% | -0.2% |
| 30D | +2.4% | -27.1% | +29.5% | +15.3% |
| 3M | -11.5% | -14.5% | +3.0% | -8.3% |
| 6M | -2.5% | +66.9% | -69.5% | -26.8% |
| YTD | +5.5% | +111.3% | -105.9% | -29.9% |
| 1Y | +11.0% | +117.5% | -106.4% | -27.3% |
| 3Y | +200.1% | +238.1% | -38.0% | +49.1% |
| 5Y | +154.7% | +292.4% | -137.7% | +13.7% |
| All | +437.1% | +388.5% | +48.6% | +99.0% |
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 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