+2,112.2%
HD vs CSGP
+3,520.0%
-1,407.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +4.0% | +2.5% | +5.7% |
| 7D | +11.9% | +18.3% | -6.4% | +8.0% |
| 30D | +26.4% | +17.8% | +8.6% | +21.7% |
| 3M | +2.8% | +9.3% | -6.4% | +0.3% |
| 6M | +15.5% | -7.9% | +23.4% | +16.2% |
| YTD | +5.5% | -51.5% | +57.1% | +20.5% |
| 1Y | -4.6% | -53.3% | +48.7% | +9.8% |
| 3Y | +29.9% | -57.9% | +87.8% | +50.6% |
| 5Y | +8.4% | -61.3% | +69.7% | +25.9% |
| 10Y | +275.2% | +77.5% | +197.6% | +216.0% |
| All | +2,112.2% | +3,520.0% | -1,407.8% | +906.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling