+984.6%
CSGP vs HBM
+435.3%
+549.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -7.4% | +5.8% | -0.7% |
| 7D | +13.9% | -11.9% | +25.8% | +15.5% |
| 30D | +16.0% | -23.6% | +39.6% | +19.4% |
| 3M | +6.1% | -20.5% | +26.6% | +8.3% |
| 6M | -8.2% | -7.9% | -0.3% | -9.5% |
| YTD | -52.3% | +3.8% | -56.1% | -54.5% |
| 1Y | -54.5% | +31.7% | -86.2% | -58.1% |
| 3Y | -58.6% | +342.4% | -401.0% | -69.2% |
| 5Y | -61.5% | +205.5% | -267.0% | -70.9% |
| 10Y | +74.7% | +379.4% | -304.8% | +8.0% |
| All | +984.6% | +435.3% | +549.3% | +448.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling