+197.7%
GS vs HPE
+225.7%
-28.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.2% |
| 7D | +1.6% | -9.7% | +11.3% | +4.5% |
| 30D | +1.7% | -34.8% | +36.4% | +14.7% |
| 3M | -11.6% | -12.1% | +0.5% | -10.1% |
| 6M | -1.9% | +53.7% | -55.6% | -18.8% |
| YTD | +5.1% | +101.9% | -96.9% | -21.6% |
| 1Y | +16.4% | +104.3% | -87.9% | -13.8% |
| All | +197.7% | +225.7% | -28.0% | +80.3% |
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 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