-4.3%
HD vs CSGP
-56.4%
+52.1%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.7% | +2.8% | -1.1% |
| 7D | +4.3% | +1.3% | +3.1% | +4.2% |
| 30D | +20.2% | +10.7% | +9.5% | +18.7% |
| 3M | -1.0% | +3.3% | -4.3% | -1.5% |
| 6M | +7.9% | -10.3% | +18.2% | +8.1% |
| YTD | +2.0% | -54.6% | +56.5% | +6.7% |
| 1Y | -4.3% | -54.6% | +50.3% | -0.1% |
| All | -4.3% | -56.4% | +52.1% | -0.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling