+144.6%
HL vs CSGP
+65.4%
+79.2%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.1% |
| 7D | -5.6% | -7.1% | +1.5% | -4.1% |
| 30D | -16.2% | +3.6% | -19.8% | -17.5% |
| 3M | -20.5% | -2.7% | -17.7% | -20.9% |
| 6M | -31.7% | -8.0% | -23.6% | -31.8% |
| YTD | -26.4% | -55.0% | +28.6% | -13.3% |
| 1Y | -4.3% | -55.8% | +51.4% | +13.2% |
| 3Y | +276.9% | -62.0% | +338.9% | +353.9% |
| 5Y | +124.1% | -62.9% | +187.0% | +167.7% |
| 10Y | +144.6% | +62.6% | +82.0% | +155.7% |
| All | +144.6% | +65.4% | +79.2% | +155.7% |
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