+795.8%
HLT vs CSGP
+75.6%
+720.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.3% | -1.5% | 0.0% |
| 7D | +2.3% | -1.8% | +4.2% | +2.9% |
| 30D | +14.3% | +5.3% | +9.0% | +11.4% |
| 3M | +17.6% | +3.3% | +14.3% | +14.5% |
| 6M | +17.9% | -4.7% | +22.6% | +16.8% |
| YTD | +30.1% | -53.5% | +83.7% | +62.4% |
| 1Y | +36.8% | -53.7% | +90.6% | +70.7% |
| 3Y | +137.6% | -59.7% | +197.3% | +202.0% |
| 5Y | +154.9% | -62.5% | +217.4% | +222.2% |
| 10Y | +701.1% | +67.3% | +633.8% | +465.5% |
| All | +795.8% | +75.6% | +720.2% | +504.8% |
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