+3,388.4%
CSGP vs HRB
+1,173.5%
+2,214.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.4% |
| 7D | +13.9% | +10.7% | +3.2% | +10.6% |
| 30D | +16.0% | +29.0% | -13.0% | +8.0% |
| 3M | +6.1% | +21.0% | -14.9% | -0.1% |
| 6M | -8.2% | +86.9% | -95.1% | -24.3% |
| YTD | -52.3% | +30.5% | -82.9% | -56.6% |
| 1Y | -54.5% | +13.6% | -68.1% | -57.0% |
| 3Y | -58.6% | +42.0% | -100.6% | -63.9% |
| 5Y | -61.5% | +157.2% | -218.7% | -72.4% |
| 10Y | +74.7% | +270.0% | -195.4% | +2.2% |
| All | +3,388.4% | +1,173.5% | +2,214.9% | +1,193.5% |
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