+94.1%
CRH vs HBM
+327.6%
-233.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.1% |
| 7D | -6.1% | -3.3% | -2.8% | -5.5% |
| 30D | -9.3% | -4.8% | -4.5% | -8.6% |
| 3M | -15.2% | -0.4% | -14.8% | -16.0% |
| 6M | -14.2% | +17.9% | -32.1% | -19.2% |
| YTD | -28.3% | +33.7% | -62.0% | -35.0% |
| 1Y | -21.8% | +95.6% | -117.4% | -35.8% |
| 3Y | +71.6% | +458.1% | -386.5% | +5.2% |
| All | +94.1% | +327.6% | -233.5% | +19.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling