-64.8%
CSGP vs HAS
+13.4%
-78.2%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.9% | -2.3% |
| 7D | -4.1% | -1.8% | -2.3% | -3.5% |
| 30D | +2.3% | +2.3% | +0.1% | +1.6% |
| 3M | -8.2% | +10.4% | -18.5% | -11.3% |
| 6M | -35.1% | -3.2% | -31.8% | -34.9% |
| YTD | -54.0% | +15.4% | -69.4% | -56.8% |
| 1Y | -65.3% | +18.8% | -84.1% | -67.8% |
| 3Y | -62.6% | +43.9% | -106.5% | -68.4% |
| All | -64.8% | +13.4% | -78.2% | -66.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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