+71.6%
CRH vs HDB
-26.2%
+97.9%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +6.9% | -5.9% | -0.8% |
| 7D | -6.1% | +0.7% | -6.7% | -6.3% |
| 30D | -9.3% | +1.0% | -10.3% | -9.6% |
| 3M | -15.2% | -2.0% | -13.2% | -14.9% |
| 6M | -14.2% | -18.1% | +3.9% | -10.4% |
| YTD | -28.3% | -36.1% | +7.9% | -21.5% |
| 1Y | -21.8% | -34.0% | +12.3% | -15.1% |
| 3Y | +71.6% | -26.7% | +98.3% | +77.5% |
| All | +71.6% | -26.2% | +97.9% | +77.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 3y: compounded portfolio wealth divided by compounded HDB 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…
3y analysis · Full analysis span regression · 6 months rolling