+967.1%
CRH vs HDB
+3,586.0%
-2,618.9%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.8% | -1.5% |
| 7D | -4.8% | -6.2% | +1.4% | -2.4% |
| 30D | -13.1% | -6.2% | -6.9% | -11.0% |
| 3M | -12.0% | -5.9% | -6.1% | -10.2% |
| 6M | -16.9% | -25.9% | +9.0% | -7.2% |
| YTD | -29.0% | -40.2% | +11.3% | -14.0% |
| 1Y | -20.3% | -38.0% | +17.7% | -5.2% |
| 3Y | +69.2% | -30.5% | +99.7% | +88.1% |
| 5Y | +94.6% | -38.1% | +132.8% | +123.2% |
| 10Y | +250.3% | +32.3% | +218.0% | +186.5% |
| All | +967.1% | +3,586.0% | -2,618.9% | +268.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling