+149.4%
HL vs CSGP
-63.4%
+212.8%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -4.7% | +6.7% | +2.7% |
| 7D | +8.9% | +1.3% | +7.7% | +8.8% |
| 30D | -10.1% | +10.7% | -20.8% | -12.3% |
| 3M | -7.0% | +3.3% | -10.3% | -8.4% |
| 6M | -18.8% | -10.3% | -8.4% | -18.4% |
| YTD | -23.1% | -54.6% | +31.4% | -10.1% |
| 1Y | +8.9% | -54.6% | +63.5% | +27.3% |
| 3Y | +255.0% | -60.3% | +315.4% | +318.7% |
| All | +149.4% | -63.4% | +212.8% | +207.7% |
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 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