+245.6%
CRH vs HRB
+209.1%
+36.5%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +0.9% |
| 7D | -6.1% | -8.0% | +2.0% | -4.1% |
| 30D | -9.3% | -16.0% | +6.7% | -5.4% |
| 3M | -15.2% | +26.9% | -42.1% | -21.0% |
| 6M | -14.2% | +51.1% | -65.3% | -24.9% |
| YTD | -28.3% | +7.1% | -35.3% | -31.0% |
| 1Y | -21.8% | -9.6% | -12.2% | -21.2% |
| 3Y | +71.6% | +25.4% | +46.2% | +51.9% |
| 5Y | +96.6% | +114.9% | -18.3% | +43.2% |
| All | +245.6% | +209.1% | +36.5% | +116.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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