+71.6%
CRH vs HRB
+25.9%
+45.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +1.0% |
| 7D | -6.1% | -8.0% | +2.0% | -5.6% |
| 30D | -9.3% | -16.0% | +6.7% | -8.5% |
| 3M | -15.2% | +26.9% | -42.1% | -16.5% |
| 6M | -14.2% | +51.1% | -65.3% | -16.9% |
| YTD | -28.3% | +7.1% | -35.3% | -27.4% |
| 1Y | -21.8% | -9.6% | -12.2% | -18.9% |
| 3Y | +71.6% | +25.4% | +46.2% | +59.8% |
| All | +71.6% | +25.9% | +45.7% | +59.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling