+598.6%
GS vs HPE
+545.6%
+52.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.5% | +4.5% | +1.9% |
| 7D | +0.9% | -0.6% | +1.5% | +1.1% |
| 30D | -1.6% | -2.3% | +0.7% | -1.1% |
| 3M | -4.5% | -2.9% | -1.6% | -4.4% |
| 6M | +20.9% | +143.6% | -122.7% | -20.9% |
| YTD | +19.9% | +118.5% | -98.6% | -18.2% |
| 1Y | +41.4% | +129.2% | -87.8% | -6.5% |
| 3Y | +239.2% | +212.5% | +26.6% | +84.6% |
| 5Y | +185.0% | +286.9% | -101.9% | +35.9% |
| 10Y | +655.0% | +432.3% | +222.6% | +189.4% |
| All | +598.6% | +545.6% | +52.9% | +141.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling