+262.3%
CRH vs HWM
+1,330.2%
-1,067.9%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.9% | -1.6% |
| 7D | -3.6% | -8.0% | +4.5% | -0.6% |
| 30D | -10.8% | -18.0% | +7.2% | -4.1% |
| 3M | -13.5% | -9.5% | -4.0% | -10.8% |
| 6M | -15.4% | -8.4% | -7.0% | -13.4% |
| YTD | -27.6% | +13.6% | -41.2% | -32.1% |
| 1Y | -18.4% | +30.2% | -48.6% | -27.6% |
| 3Y | +72.5% | +392.2% | -319.7% | -10.6% |
| 5Y | +99.2% | +645.2% | -546.0% | -12.1% |
| All | +262.3% | +1,330.2% | -1,067.9% | +20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 HWM 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