+245.6%
CRH vs HAS
+61.8%
+183.8%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.5% | +0.5% |
| 7D | -6.1% | -1.1% | -5.0% | -5.7% |
| 30D | -9.3% | -2.8% | -6.5% | -8.4% |
| 3M | -15.2% | +10.1% | -25.3% | -18.2% |
| 6M | -14.2% | -1.4% | -12.8% | -14.5% |
| YTD | -28.3% | +14.2% | -42.4% | -32.3% |
| 1Y | -21.8% | +18.2% | -40.0% | -27.2% |
| 3Y | +71.6% | +48.6% | +23.0% | +43.0% |
| 5Y | +96.6% | +14.2% | +82.4% | +77.6% |
| All | +245.6% | +61.8% | +183.8% | +166.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 10y: compounded portfolio wealth divided by compounded HAS 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…
10y analysis · Full analysis span regression · 6 months rolling