-54.8%
CSGP vs HBM
+25.3%
-80.1%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.1% | +4.0% | +2.7% |
| 7D | +1.3% | +2.2% | -0.9% | +1.8% |
| 30D | +2.8% | -11.8% | +14.6% | +0.8% |
| 3M | -6.3% | -19.2% | +12.9% | -9.1% |
| 6M | -3.2% | -22.9% | +19.7% | -4.3% |
| YTD | -54.0% | +7.8% | -61.8% | -54.3% |
| 1Y | -54.8% | +34.9% | -89.7% | -56.4% |
| All | -54.8% | +25.3% | -80.1% | -56.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling