-57.7%
CSGP vs HST
+87.8%
-145.5%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.3% | +2.7% | +3.5% |
| 7D | +18.3% | +3.3% | +15.0% | +16.8% |
| 30D | +17.8% | +16.4% | +1.4% | +11.0% |
| 3M | +9.3% | +5.5% | +3.8% | +6.7% |
| 6M | -7.9% | +31.1% | -39.0% | -18.0% |
| YTD | -51.5% | +55.9% | -107.5% | -60.2% |
| 1Y | -53.3% | +75.6% | -128.9% | -63.8% |
| All | -57.7% | +87.8% | -145.5% | -70.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling