+67.3%
CSGP vs HBM
+328.6%
-261.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +9.0% | -6.7% | +1.3% |
| 7D | -1.8% | +5.0% | -6.8% | -2.4% |
| 30D | +5.3% | -12.7% | +18.0% | +6.5% |
| 3M | +3.3% | -17.4% | +20.7% | +4.7% |
| 6M | -4.7% | -8.9% | +4.2% | -5.6% |
| YTD | -53.5% | +14.9% | -68.4% | -56.1% |
| 1Y | -53.7% | +41.4% | -95.1% | -57.6% |
| 3Y | -59.7% | +462.1% | -521.9% | -70.7% |
| 5Y | -62.5% | +224.0% | -286.5% | -71.6% |
| 10Y | +67.3% | +320.9% | -253.6% | +5.5% |
| All | +67.3% | +328.6% | -261.4% | +5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 10y: compounded portfolio wealth divided by compounded HBM 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…
10y analysis · Full analysis span regression · 6 months rolling