-62.8%
CSGP vs HST
+68.9%
-131.7%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.3% | -2.7% | -2.5% |
| 7D | -4.1% | -1.0% | -3.0% | -3.7% |
| 30D | +2.3% | -12.3% | +14.6% | +7.5% |
| 3M | -8.2% | -6.4% | -1.8% | -6.1% |
| 6M | -35.1% | +15.0% | -50.1% | -39.4% |
| YTD | -54.0% | +30.5% | -84.5% | -59.5% |
| 1Y | -65.3% | +35.7% | -101.0% | -70.0% |
| All | -62.8% | +68.9% | -131.7% | -71.6% |
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