-64.8%
CSGP vs HDB
-35.4%
-29.3%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.0% | -2.3% |
| 7D | -4.1% | +0.4% | -4.5% | -4.2% |
| 30D | +2.3% | -2.8% | +5.1% | +3.2% |
| 3M | -8.2% | -3.5% | -4.6% | -7.8% |
| 6M | -35.1% | -24.7% | -10.3% | -29.5% |
| YTD | -54.0% | -36.6% | -17.5% | -47.2% |
| 1Y | -65.3% | -34.4% | -30.9% | -60.7% |
| 3Y | -62.6% | -24.4% | -38.2% | -60.6% |
| All | -64.8% | -35.4% | -29.3% | -61.2% |
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