+1,163.8%
CSGP vs HDB
+4,006.2%
-2,842.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +5.6% | -1.5% | +2.4% |
| 7D | +18.3% | +12.9% | +5.4% | +14.3% |
| 30D | +17.8% | +10.0% | +7.7% | +14.6% |
| 3M | +9.3% | +1.8% | +7.4% | +8.6% |
| 6M | -7.9% | -2.1% | -5.8% | -8.0% |
| YTD | -51.5% | -33.4% | -18.1% | -46.1% |
| 1Y | -53.3% | -32.9% | -20.5% | -48.2% |
| 3Y | -57.9% | -13.9% | -44.0% | -57.3% |
| 5Y | -61.3% | -26.9% | -34.4% | -59.3% |
| 10Y | +77.5% | +54.1% | +23.4% | +44.1% |
| All | +1,163.8% | +4,006.2% | -2,842.4% | +301.4% |
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