-63.1%
CSGP vs HDB
-22.5%
-40.6%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.7% | -3.6% | -3.1% |
| 7D | -3.2% | +12.7% | -15.9% | -6.7% |
| 30D | +2.2% | +16.6% | -14.4% | -2.5% |
| 3M | -3.7% | +10.8% | -14.4% | -6.8% |
| 6M | -7.4% | +3.8% | -11.3% | -9.3% |
| YTD | -54.9% | -28.9% | -26.0% | -50.2% |
| 1Y | -54.9% | -28.0% | -26.9% | -50.4% |
| 3Y | -61.9% | -7.2% | -54.8% | -62.9% |
| 5Y | -63.1% | -22.2% | -40.9% | -62.7% |
| All | -63.1% | -22.5% | -40.6% | -62.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling