-14.6%
CRH vs HBM
+123.0%
-137.6%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.9% | +3.4% | +2.6% |
| 7D | -1.7% | -6.4% | +4.7% | -0.5% |
| 30D | -5.4% | +5.9% | -11.3% | -6.5% |
| 3M | -11.2% | -8.9% | -2.3% | -10.3% |
| 6M | -15.8% | +10.7% | -26.5% | -19.7% |
| YTD | -23.6% | +38.3% | -61.9% | -29.2% |
| 1Y | -14.6% | +121.3% | -135.9% | -24.4% |
| All | -14.6% | +123.0% | -137.6% | -24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 1y: compounded portfolio wealth divided by compounded HBM 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…
1y analysis · Full analysis span regression · 6 months rolling