+457.2%
GS vs HPE
+366.8%
+90.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.1% |
| 7D | +1.6% | -9.7% | +11.3% | +5.6% |
| 30D | +1.7% | -34.8% | +36.4% | +19.7% |
| 3M | -11.6% | -12.1% | +0.5% | -9.7% |
| 6M | -1.9% | +53.7% | -55.6% | -23.7% |
| YTD | +5.1% | +101.9% | -96.9% | -28.8% |
| 1Y | +16.4% | +104.3% | -87.9% | -21.8% |
| 3Y | +199.0% | +223.1% | -24.1% | +51.3% |
| 5Y | +157.4% | +249.2% | -91.8% | +21.0% |
| 10Y | +457.2% | +372.4% | +84.8% | +112.3% |
| All | +457.2% | +366.8% | +90.5% | +112.3% |
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