-54.5%
CSGP vs HDB
-31.7%
-22.8%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.5% | -3.1% | -2.0% |
| 7D | +13.9% | +13.3% | +0.6% | +11.0% |
| 30D | +16.0% | +10.2% | +5.8% | +13.7% |
| 3M | +6.1% | +3.6% | +2.5% | +4.6% |
| 6M | -8.2% | -0.5% | -7.6% | -9.3% |
| YTD | -52.3% | -32.4% | -19.9% | -49.8% |
| 1Y | -54.5% | -31.1% | -23.4% | -52.3% |
| All | -54.5% | -31.7% | -22.8% | -52.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling