+65.1%
CSGP vs HST
+143.2%
-78.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.6% | -5.5% | -3.7% |
| 7D | -3.2% | +0.6% | -3.7% | -3.4% |
| 30D | +2.2% | +14.5% | -12.3% | -2.2% |
| 3M | -3.7% | +15.4% | -19.1% | -8.1% |
| 6M | -7.4% | +22.0% | -29.4% | -13.5% |
| YTD | -54.9% | +54.9% | -109.7% | -61.1% |
| 1Y | -54.9% | +54.0% | -108.9% | -61.1% |
| 3Y | -61.9% | +90.4% | -152.4% | -69.6% |
| 5Y | -63.1% | +84.2% | -147.3% | -70.7% |
| 10Y | +65.1% | +144.6% | -79.5% | +15.8% |
| All | +65.1% | +143.2% | -78.1% | +15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 HST 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