-16.8%
HAL vs CSGP
+65.4%
-82.2%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.2% | +3.6% | +3.4% |
| 7D | -0.2% | -7.1% | +6.9% | +1.7% |
| 30D | +1.0% | +3.6% | -2.6% | -1.2% |
| 3M | -2.1% | -2.7% | +0.6% | -3.1% |
| 6M | -17.5% | -8.0% | -9.4% | -17.6% |
| YTD | +18.1% | -55.0% | +73.1% | +45.1% |
| 1Y | +19.7% | -55.8% | +75.5% | +47.8% |
| 3Y | -7.9% | -62.0% | +54.1% | +17.2% |
| 5Y | +53.1% | -62.9% | +116.0% | +91.8% |
| 10Y | -16.8% | +62.6% | -79.4% | -14.3% |
| All | -16.8% | +65.4% | -82.2% | -14.3% |
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