+124.1%
HL vs CSGP
-63.2%
+187.3%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.2% |
| 7D | -5.6% | -7.1% | +1.5% | -4.5% |
| 30D | -16.2% | +3.6% | -19.8% | -17.2% |
| 3M | -20.5% | -2.7% | -17.7% | -20.8% |
| 6M | -31.7% | -8.0% | -23.6% | -31.7% |
| YTD | -26.4% | -55.0% | +28.6% | -13.7% |
| 1Y | -4.3% | -55.8% | +51.4% | +12.6% |
| 3Y | +276.9% | -62.0% | +338.9% | +350.1% |
| 5Y | +124.1% | -62.9% | +187.0% | +176.3% |
| All | +124.1% | -63.2% | +187.3% | +176.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling