+55.6%
CSGP vs HBM
+285.4%
-229.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.4% |
| 7D | -6.1% | +5.1% | -11.1% | -6.6% |
| 30D | +0.3% | -15.8% | +16.1% | +1.8% |
| 3M | -1.3% | -22.4% | +21.1% | +0.7% |
| 6M | -8.9% | -20.2% | +11.3% | -8.4% |
| YTD | -55.2% | +9.0% | -64.2% | -57.4% |
| 1Y | -56.4% | +27.4% | -83.7% | -59.5% |
| 3Y | -62.2% | +424.2% | -486.5% | -72.4% |
| 5Y | -63.7% | +196.1% | -259.8% | -72.3% |
| All | +55.6% | +285.4% | -229.8% | -1.4% |
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