+203.0%
HL vs CSGP
+3,294.4%
-3,091.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -4.7% | +6.7% | +2.7% |
| 7D | +8.9% | +1.3% | +7.7% | +8.7% |
| 30D | -10.1% | +10.7% | -20.8% | -12.1% |
| 3M | -7.0% | +3.3% | -10.3% | -8.3% |
| 6M | -18.8% | -10.3% | -8.4% | -18.7% |
| YTD | -23.1% | -54.6% | +31.4% | -14.7% |
| 1Y | +8.9% | -54.6% | +63.5% | +20.9% |
| 3Y | +255.0% | -60.3% | +315.4% | +298.5% |
| 5Y | +151.5% | -63.3% | +214.8% | +182.6% |
| 10Y | +138.4% | +66.5% | +71.9% | +111.1% |
| All | +203.0% | +3,294.4% | -3,091.5% | +104.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling