+811.5%
HLT vs CSGP
+70.5%
+741.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.9% | +4.7% | +2.7% |
| 7D | +4.4% | -3.2% | +7.5% | +5.4% |
| 30D | +16.3% | +2.2% | +14.1% | +14.4% |
| 3M | +22.2% | -3.7% | +25.8% | +21.7% |
| 6M | +20.0% | -7.4% | +27.4% | +19.9% |
| YTD | +32.4% | -54.9% | +87.3% | +66.8% |
| 1Y | +38.6% | -54.9% | +93.5% | +74.2% |
| 3Y | +136.4% | -61.9% | +198.4% | +206.5% |
| 5Y | +162.8% | -63.1% | +225.9% | +233.5% |
| 10Y | +720.3% | +65.1% | +655.2% | +480.9% |
| All | +811.5% | +70.5% | +741.0% | +521.0% |
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