+254.2%
HD vs CSGP
+63.3%
+190.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.7% | +2.8% | -0.5% |
| 7D | +4.3% | +1.3% | +3.1% | +4.0% |
| 30D | +20.2% | +10.7% | +9.5% | +16.1% |
| 3M | -1.0% | +3.3% | -4.3% | -2.8% |
| 6M | +7.9% | -10.3% | +18.2% | +9.6% |
| YTD | +2.0% | -54.6% | +56.5% | +25.5% |
| 1Y | -4.3% | -54.6% | +50.3% | +17.7% |
| 3Y | +25.9% | -60.3% | +86.3% | +57.5% |
| 5Y | +5.8% | -63.3% | +69.1% | +32.2% |
| All | +254.2% | +63.3% | +190.9% | +220.5% |
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