+60.0%
CSGP vs HDB
+63.5%
-3.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.5% | +2.4% | +2.7% |
| 7D | +1.3% | +2.7% | -1.4% | +0.5% |
| 30D | +2.8% | +14.1% | -11.3% | -1.3% |
| 3M | -6.3% | +11.8% | -18.1% | -9.6% |
| 6M | -3.2% | +8.2% | -11.3% | -6.3% |
| YTD | -54.0% | -29.3% | -24.6% | -49.2% |
| 1Y | -54.8% | -28.8% | -26.0% | -50.4% |
| 3Y | -60.6% | -7.5% | -53.1% | -61.1% |
| 5Y | -62.6% | -23.1% | -39.6% | -61.4% |
| All | +60.0% | +63.5% | -3.5% | +23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 10y: compounded portfolio wealth divided by compounded HDB 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…
10y analysis · Full analysis span regression · 6 months rolling