+244.2%
HL vs CSGP
-64.7%
+308.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.4% | -0.1% | -2.1% |
| 7D | +1.5% | -4.1% | +5.5% | +2.2% |
| 30D | +25.1% | +2.3% | +22.7% | +24.4% |
| 3M | +22.9% | -8.2% | +31.1% | +24.1% |
| 6M | -4.9% | -35.1% | +30.2% | +3.4% |
| YTD | +7.8% | -54.0% | +61.9% | +26.7% |
| 1Y | +133.9% | -65.3% | +199.2% | +195.6% |
| 3Y | +380.9% | -62.6% | +443.5% | +481.2% |
| All | +244.2% | -64.7% | +308.9% | +310.4% |
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