-62.5%
CSGP vs HRB
+142.1%
-204.6%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -3.2% | +5.5% | +3.2% |
| 7D | -1.8% | -2.4% | +0.6% | -1.1% |
| 30D | +5.3% | +15.7% | -10.4% | +1.2% |
| 3M | +3.3% | +11.4% | -8.1% | -0.3% |
| 6M | -4.7% | +40.7% | -45.4% | -13.9% |
| YTD | -53.5% | +21.0% | -74.5% | -56.8% |
| 1Y | -53.7% | +7.2% | -61.0% | -55.7% |
| 3Y | -59.7% | +29.2% | -88.9% | -63.7% |
| 5Y | -62.5% | +142.3% | -204.8% | -71.0% |
| All | -62.5% | +142.1% | -204.6% | -71.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling