+245.6%
CRH vs HIG
+313.7%
-68.0%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.2% |
| 7D | -6.1% | -1.5% | -4.6% | -5.4% |
| 30D | -9.3% | -0.4% | -8.9% | -9.2% |
| 3M | -15.2% | +6.7% | -21.9% | -18.2% |
| 6M | -14.2% | +2.0% | -16.2% | -15.5% |
| YTD | -28.3% | +0.3% | -28.5% | -28.9% |
| 1Y | -21.8% | +4.2% | -26.0% | -24.1% |
| 3Y | +71.6% | +102.2% | -30.6% | +17.6% |
| 5Y | +96.6% | +118.5% | -21.9% | +29.1% |
| All | +245.6% | +313.7% | -68.0% | +55.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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