+1,099.0%
CSGP vs HDB
+3,812.1%
-2,713.1%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.1% |
| 3M | -8.2% | -3.5% | -4.6% | -7.7% |
| 6M | -35.1% | -24.7% | -10.3% | -30.2% |
| YTD | -54.0% | -36.6% | -17.5% | -48.1% |
| 1Y | -65.3% | -34.4% | -30.9% | -61.3% |
| 3Y | -62.6% | -24.4% | -38.2% | -60.6% |
| 5Y | -64.8% | -35.4% | -29.5% | -61.6% |
| 10Y | +45.1% | +39.5% | +5.5% | +21.1% |
| All | +1,099.0% | +3,812.1% | -2,713.1% | +286.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling