+6,101.6%
CRH vs HST
+1,330.0%
+4,771.6%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | -3.6% | -0.3% | -3.3% | -3.5% |
| 30D | -10.8% | -2.8% | -8.0% | -10.1% |
| 3M | -13.5% | -6.5% | -7.0% | -11.9% |
| 6M | -15.4% | +20.7% | -36.1% | -19.8% |
| YTD | -27.6% | +30.5% | -58.1% | -32.8% |
| 1Y | -18.4% | +36.8% | -55.2% | -25.5% |
| 3Y | +72.5% | +65.9% | +6.6% | +48.8% |
| 5Y | +99.2% | +73.9% | +25.3% | +67.7% |
| 10Y | +257.0% | +107.0% | +150.0% | +175.7% |
| All | +6,101.6% | +1,330.0% | +4,771.6% | +2,935.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 HST 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