-64.8%
CSGP vs HST
+74.0%
-138.7%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +7.6% |
| 3M | -8.2% | -6.4% | -1.8% | -6.0% |
| 6M | -35.1% | +15.0% | -50.1% | -39.3% |
| YTD | -54.0% | +30.5% | -84.5% | -59.3% |
| 1Y | -65.3% | +35.7% | -101.0% | -69.9% |
| 3Y | -62.6% | +68.4% | -130.9% | -70.8% |
| All | -64.8% | +74.0% | -138.7% | -72.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling