+3,388.4%
CSGP vs HST
+360.3%
+3,028.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.7% | +4.0% | +0.1% |
| 7D | +13.9% | -4.2% | +18.1% | +15.4% |
| 30D | +16.0% | +9.6% | +6.4% | +12.7% |
| 3M | +6.1% | -1.1% | +7.2% | +6.3% |
| 6M | -8.2% | +21.1% | -29.3% | -13.9% |
| YTD | -52.3% | +47.1% | -99.4% | -58.1% |
| 1Y | -54.5% | +64.0% | -118.5% | -61.4% |
| 3Y | -58.6% | +77.1% | -135.7% | -66.0% |
| 5Y | -61.5% | +71.8% | -133.3% | -68.6% |
| 10Y | +74.7% | +146.3% | -71.6% | +17.2% |
| All | +3,388.4% | +360.3% | +3,028.1% | +1,471.5% |
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