+3,225.2%
CSGP vs HRB
+1,119.8%
+2,105.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -4.2% | -0.5% | -3.4% |
| 7D | +1.3% | +2.7% | -1.4% | +0.5% |
| 30D | +10.7% | +22.1% | -11.4% | +4.7% |
| 3M | +3.3% | +15.7% | -12.4% | -1.4% |
| 6M | -10.3% | +83.3% | -93.7% | -25.7% |
| YTD | -54.6% | +25.0% | -79.6% | -58.1% |
| 1Y | -54.6% | +6.9% | -61.6% | -56.3% |
| 3Y | -60.3% | +39.0% | -99.4% | -65.2% |
| 5Y | -63.3% | +146.4% | -209.7% | -73.3% |
| 10Y | +66.5% | +254.4% | -187.9% | -1.3% |
| All | +3,225.2% | +1,119.8% | +2,105.3% | +1,148.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling