+946.0%
CSGP vs HBM
+613.3%
+332.7%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.9% | -1.5% | -2.3% |
| 7D | -4.1% | -6.4% | +2.3% | -3.3% |
| 30D | +2.3% | +5.9% | -3.6% | +1.4% |
| 3M | -8.2% | -8.9% | +0.7% | -8.1% |
| 6M | -35.1% | +10.7% | -45.7% | -37.3% |
| YTD | -54.0% | +38.3% | -92.3% | -57.4% |
| 1Y | -65.3% | +121.3% | -186.6% | -70.2% |
| 3Y | -62.6% | +450.6% | -513.1% | -72.7% |
| 5Y | -64.8% | +338.0% | -402.8% | -74.5% |
| 10Y | +45.1% | +578.6% | -533.5% | -14.0% |
| All | +946.0% | +613.3% | +332.7% | +413.9% |
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 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