-6.4%
GS vs HPE
+47.3%
-53.7%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -11.8% | +5.5% | -3.7% |
| 7D | -6.3% | -25.0% | +18.7% | -0.4% |
| 30D | -3.1% | -37.3% | +34.2% | +7.0% |
| 3M | -17.7% | -16.8% | -0.8% | -15.9% |
| All | -6.4% | +47.3% | -53.7% | -12.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling