+248.6%
HD vs CSGP
+65.8%
+182.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.9% | -2.7% | -0.7% |
| 7D | +1.5% | +1.3% | +0.2% | +1.1% |
| 30D | +18.0% | +2.8% | +15.2% | +16.4% |
| 3M | +2.8% | -6.3% | +9.1% | +4.0% |
| 6M | +17.0% | -3.2% | +20.1% | +16.2% |
| YTD | +3.5% | -54.0% | +57.5% | +27.0% |
| 1Y | -2.6% | -54.8% | +52.2% | +20.1% |
| 3Y | +30.7% | -60.6% | +91.3% | +64.1% |
| 5Y | +6.2% | -62.6% | +68.9% | +32.1% |
| All | +248.6% | +65.8% | +182.7% | +201.9% |
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