+135.5%
HL vs CSGP
+61.5%
+74.0%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -2.9% | -4.4% | -6.7% |
| 7D | +8.2% | -3.2% | +11.3% | +9.0% |
| 30D | -16.3% | +2.2% | -18.5% | -17.3% |
| 3M | -18.6% | -3.7% | -14.9% | -18.9% |
| 6M | -23.2% | -7.4% | -15.7% | -23.5% |
| YTD | -25.5% | -54.9% | +29.4% | -12.3% |
| 1Y | -4.8% | -54.9% | +50.1% | +12.1% |
| 3Y | +281.4% | -61.9% | +343.3% | +359.0% |
| 5Y | +137.8% | -63.1% | +200.9% | +184.4% |
| 10Y | +135.5% | +65.1% | +70.3% | +151.3% |
| All | +135.5% | +61.5% | +74.0% | +151.3% |
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