-14.0%
HL vs CSGP
-55.9%
+42.0%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.6% | -4.9% | -5.5% |
| 7D | -7.6% | -6.1% | -1.5% | -8.0% |
| 30D | -17.5% | +0.3% | -17.8% | -17.3% |
| 3M | -26.2% | -1.3% | -24.9% | -26.1% |
| 6M | -35.1% | -8.9% | -26.1% | -35.0% |
| YTD | -30.4% | -55.2% | +24.8% | -22.6% |
| 1Y | -14.0% | -56.4% | +42.4% | -1.9% |
| All | -14.0% | -55.9% | +42.0% | -1.9% |
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 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