+185.8%
GS vs HPE
+202.5%
-16.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.7% | -0.8% |
| 7D | -3.2% | -18.7% | +15.5% | +2.6% |
| 30D | -2.4% | -37.9% | +35.5% | +11.7% |
| 3M | -15.7% | -14.4% | -1.3% | -13.8% |
| 6M | -6.8% | +48.2% | -55.0% | -22.1% |
| YTD | -0.1% | +88.6% | -88.7% | -24.0% |
| 1Y | +12.1% | +94.8% | -82.7% | -15.9% |
| 3Y | +185.8% | +202.7% | -16.9% | +75.7% |
| All | +185.8% | +202.5% | -16.7% | +75.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling