+1,898.2%
HD vs CSGP
+3,334.4%
-1,436.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.4% | +3.4% | +1.5% |
| 7D | -2.1% | -4.1% | +2.0% | -1.2% |
| 30D | -8.4% | +2.3% | -10.7% | -9.0% |
| 3M | +4.3% | -8.2% | +12.5% | +5.7% |
| 6M | -11.1% | -35.1% | +23.9% | -3.5% |
| YTD | -4.7% | -54.0% | +49.4% | +10.6% |
| 1Y | -19.8% | -65.3% | +45.5% | -1.4% |
| 3Y | +4.1% | -62.6% | +66.7% | +24.2% |
| 5Y | +10.3% | -64.8% | +75.1% | +31.0% |
| 10Y | +203.2% | +45.1% | +158.1% | +166.7% |
| All | +1,898.2% | +3,334.4% | -1,436.3% | +822.9% |
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 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