-63.1%
CSGP vs HBM
+194.0%
-257.1%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.1% | +4.0% | +2.9% |
| 7D | +1.3% | +2.2% | -0.9% | +1.2% |
| 30D | +2.8% | -11.8% | +14.6% | +3.5% |
| 3M | -6.3% | -19.2% | +12.9% | -5.2% |
| 6M | -3.2% | -22.9% | +19.7% | -2.3% |
| YTD | -54.0% | +7.8% | -61.8% | -56.4% |
| 1Y | -54.8% | +34.9% | -89.7% | -58.7% |
| 3Y | -60.6% | +422.2% | -482.8% | -73.1% |
| All | -63.1% | +194.0% | -257.1% | -73.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling