-19.1%
HAL vs CSGP
+72.5%
-91.7%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.3% | -2.1% | -0.5% |
| 7D | -7.9% | -1.8% | -6.1% | -7.5% |
| 30D | -2.1% | +5.3% | -7.3% | -4.5% |
| 3M | +0.4% | +3.3% | -2.9% | -2.2% |
| 6M | -19.2% | -4.7% | -14.6% | -20.1% |
| YTD | +14.4% | -53.5% | +67.9% | +39.3% |
| 1Y | +18.0% | -53.7% | +71.7% | +43.7% |
| 3Y | -9.7% | -59.7% | +50.1% | +12.9% |
| 5Y | +40.1% | -62.5% | +102.6% | +75.7% |
| 10Y | -19.1% | +67.3% | -86.4% | -15.8% |
| All | -19.1% | +72.5% | -91.7% | -15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 10y: compounded portfolio wealth divided by compounded CSGP 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…
10y analysis · Full analysis span regression · 6 months rolling