+586.5%
HLT vs CSGP
+37.7%
+548.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.5% | +3.3% | +1.6% |
| 7D | -1.5% | -5.4% | +3.9% | +0.3% |
| 30D | -1.2% | -6.0% | +4.8% | +0.4% |
| 3M | -10.3% | -12.8% | +2.5% | -7.4% |
| 6M | +1.3% | -38.9% | +40.2% | +17.5% |
| YTD | +7.0% | -56.0% | +63.0% | +37.4% |
| 1Y | +11.9% | -66.4% | +78.3% | +58.0% |
| 3Y | +100.7% | -64.2% | +164.8% | +168.2% |
| 5Y | +147.5% | -67.0% | +214.6% | +228.3% |
| 10Y | +586.5% | +43.8% | +542.7% | +462.1% |
| All | +586.5% | +37.7% | +548.8% | +462.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling