+60.0%
CSGP vs HRB
+221.6%
-161.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.4% | +4.3% | +3.2% |
| 7D | +1.3% | -5.1% | +6.4% | +2.7% |
| 30D | +2.8% | +8.7% | -5.8% | +0.8% |
| 3M | -6.3% | -5.4% | -0.9% | -4.9% |
| 6M | -3.2% | +41.6% | -44.7% | -11.8% |
| YTD | -54.0% | +18.7% | -72.6% | -56.6% |
| 1Y | -54.8% | +16.4% | -71.3% | -57.3% |
| 3Y | -60.6% | +22.0% | -82.6% | -63.6% |
| 5Y | -62.6% | +141.2% | -203.9% | -71.2% |
| All | +60.0% | +221.6% | -161.6% | +8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 10y: compounded portfolio wealth divided by compounded HRB 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…
10y analysis · Full analysis span regression · 6 months rolling