+155.6%
GS vs HPE
+278.3%
-122.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.7% | +4.1% | +1.6% |
| 7D | +5.9% | +7.9% | -2.0% | +3.1% |
| 30D | +4.3% | -23.5% | +27.8% | +13.3% |
| 3M | -11.7% | -19.1% | +7.4% | -7.2% |
| 6M | -3.2% | +51.4% | -54.6% | -21.3% |
| YTD | +5.8% | +103.4% | -97.6% | -24.3% |
| 1Y | +16.0% | +114.4% | -98.4% | -18.9% |
| 3Y | +199.8% | +224.7% | -24.9% | +65.0% |
| All | +155.6% | +278.3% | -122.7% | +23.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling