+154.9%
HLT vs CSGP
-62.4%
+217.3%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.3% | -1.5% | +0.2% |
| 7D | +2.3% | -1.8% | +4.2% | +2.8% |
| 30D | +14.3% | +5.3% | +9.0% | +12.0% |
| 3M | +17.6% | +3.3% | +14.3% | +15.2% |
| 6M | +17.9% | -4.7% | +22.6% | +17.3% |
| YTD | +30.1% | -53.5% | +83.7% | +59.1% |
| 1Y | +36.8% | -53.7% | +90.6% | +67.2% |
| 3Y | +137.6% | -59.7% | +197.3% | +193.9% |
| 5Y | +154.9% | -62.5% | +217.4% | +233.6% |
| All | +154.9% | -62.4% | +217.3% | +233.6% |
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