+151.5%
HLT vs CSGP
-65.4%
+216.9%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.8% | -0.3% | -1.7% |
| 7D | -2.4% | -5.1% | +2.7% | -1.1% |
| 30D | -4.1% | +0.3% | -4.4% | -4.5% |
| 3M | -10.6% | -9.1% | -1.4% | -9.0% |
| 6M | +2.0% | -37.3% | +39.3% | +15.1% |
| YTD | +6.1% | -54.9% | +61.0% | +31.0% |
| 1Y | +9.8% | -65.5% | +75.4% | +47.8% |
| 3Y | +99.0% | -63.3% | +162.3% | +154.5% |
| 5Y | +151.5% | -65.8% | +217.3% | +188.3% |
| All | +151.5% | -65.4% | +216.9% | +188.3% |
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