-54.6%
CSGP vs HBM
+32.9%
-87.5%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +1.6% | -6.3% | -4.4% |
| 7D | +1.3% | -3.6% | +4.9% | +0.6% |
| 30D | +10.7% | -19.2% | +29.9% | +7.0% |
| 3M | +3.3% | -20.5% | +23.8% | 0.0% |
| 6M | -10.3% | -12.8% | +2.5% | -10.3% |
| YTD | -54.6% | +5.4% | -60.0% | -54.9% |
| 1Y | -54.6% | +33.0% | -87.6% | -55.9% |
| All | -54.6% | +32.9% | -87.5% | -55.9% |
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