+65.2%
CSGP vs HBM
+376.3%
-311.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +1.6% | -6.3% | -4.8% |
| 7D | +1.3% | -3.6% | +4.9% | +1.6% |
| 30D | +10.7% | -19.2% | +29.9% | +12.8% |
| 3M | +3.3% | -20.5% | +23.8% | +5.1% |
| 6M | -10.3% | -12.8% | +2.5% | -10.9% |
| YTD | -54.6% | +5.4% | -60.0% | -56.6% |
| 1Y | -54.6% | +33.0% | -87.6% | -58.2% |
| 3Y | -60.3% | +357.3% | -417.7% | -70.4% |
| 5Y | -63.3% | +210.4% | -273.7% | -72.1% |
| All | +65.2% | +376.3% | -311.1% | +5.0% |
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