+3,264.4%
CSGP vs HST
+308.4%
+2,955.9%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.3% | -2.7% | -2.5% |
| 7D | -4.1% | -1.0% | -3.0% | -3.8% |
| 30D | +2.3% | -12.3% | +14.6% | +6.4% |
| 3M | -8.2% | -6.4% | -1.8% | -6.5% |
| 6M | -35.1% | +15.0% | -50.1% | -38.3% |
| YTD | -54.0% | +30.5% | -84.5% | -58.0% |
| 1Y | -65.3% | +35.7% | -101.0% | -68.8% |
| 3Y | -62.6% | +68.4% | -130.9% | -68.8% |
| 5Y | -64.8% | +73.1% | -137.9% | -71.4% |
| 10Y | +45.1% | +92.7% | -47.7% | +5.0% |
| All | +3,264.4% | +308.4% | +2,955.9% | +1,473.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling