-14.9%
HAL vs CSGP
+65.8%
-80.7%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.9% | +0.3% | +2.3% |
| 7D | +6.1% | +1.3% | +4.8% | +5.7% |
| 30D | +2.9% | +2.8% | +0.1% | +1.0% |
| 3M | +3.3% | -6.3% | +9.7% | +3.6% |
| 6M | -16.9% | -3.2% | -13.8% | -18.3% |
| YTD | +21.2% | -54.0% | +75.1% | +48.0% |
| 1Y | +27.5% | -54.8% | +82.4% | +56.6% |
| 3Y | -6.4% | -60.6% | +54.1% | +17.8% |
| 5Y | +58.0% | -62.6% | +120.6% | +98.3% |
| All | -14.9% | +65.8% | -80.7% | -13.0% |
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