+99.0%
HLT vs CSGP
-63.8%
+162.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.8% | -0.3% | -1.9% |
| 7D | -2.4% | -5.1% | +2.7% | -1.6% |
| 30D | -4.1% | +0.3% | -4.4% | -4.3% |
| 3M | -10.6% | -9.1% | -1.4% | -9.4% |
| 6M | +2.0% | -37.3% | +39.3% | +10.7% |
| YTD | +6.1% | -54.9% | +61.0% | +22.6% |
| 1Y | +9.8% | -65.5% | +75.4% | +35.6% |
| 3Y | +99.0% | -63.3% | +162.3% | +136.1% |
| All | +99.0% | -63.8% | +162.8% | +136.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling